LegalizeCommission Implementing Regulation (EU) 2020/1145 of 31 July 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| 3.8.2020 | EN | Official Journal of the European Union | L 250/1 |
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) 1, and in particular the third subparagraph of Article 77e(2) thereof,
Whereas:
- (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.
- (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 3 July 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2020 market data. That information was published on 3 July 2020 in accordance with Article 77e(1) of Directive 2009/138/EC.
- (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.
- (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.
- (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council 2,
HAS ADOPTED THIS REGULATION:
Article 1
1.
Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020.
2.
For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:
- (a) the relevant risk-free rate term structures set out in Annex I;
- (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II;
- (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.
Article 2
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 30 June 2020.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 31 July 2020.
For the Commission
The President
Ursula VON DER LEYEN
2
Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).
ANNEX I
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 1 | -0,445 % | 0,205 % | -0,455 % | 0,245 % | -0,108 % | -0,190 % |
| 2 | -0,475 % | 0,245 % | -0,485 % | 0,515 % | -0,117 % | 0,193 % |
| 3 | -0,485 % | 0,289 % | -0,495 % | 0,766 % | -0,108 % | 0,524 % |
| 4 | -0,465 % | 0,336 % | -0,475 % | 0,999 % | -0,077 % | 0,773 % |
| 5 | -0,445 % | 0,386 % | -0,455 % | 1,217 % | -0,042 % | 0,962 % |
| 6 | -0,415 % | 0,435 % | -0,426 % | 1,418 % | -0,000 % | 1,107 % |
| 7 | -0,386 % | 0,481 % | -0,396 % | 1,602 % | 0,045 % | 1,213 % |
| 8 | -0,346 % | 0,521 % | -0,356 % | 1,773 % | 0,060 % | 1,285 % |
| 9 | -0,306 % | 0,554 % | -0,316 % | 1,927 % | 0,091 % | 1,334 % |
| 10 | -0,267 % | 0,578 % | -0,277 % | 2,069 % | 0,181 % | 1,390 % |
| 11 | -0,234 % | 0,597 % | -0,244 % | 2,199 % | 0,348 % | 1,454 % |
| 12 | -0,187 % | 0,617 % | -0,197 % | 2,317 % | 0,545 % | 1,522 % |
| 13 | -0,158 % | 0,642 % | -0,168 % | 2,426 % | 0,745 % | 1,592 % |
| 14 | -0,125 % | 0,677 % | -0,135 % | 2,525 % | 0,933 % | 1,661 % |
| 15 | -0,094 % | 0,724 % | -0,104 % | 2,615 % | 1,105 % | 1,730 % |
| 16 | -0,082 % | 0,782 % | -0,092 % | 2,698 % | 1,261 % | 1,796 % |
| 17 | -0,080 % | 0,849 % | -0,090 % | 2,774 % | 1,402 % | 1,861 % |
| 18 | -0,075 % | 0,921 % | -0,085 % | 2,843 % | 1,529 % | 1,923 % |
| 19 | -0,059 % | 0,996 % | -0,069 % | 2,908 % | 1,643 % | 1,983 % |
| 20 | -0,027 % | 1,071 % | 0,038 % | 2,968 % | 1,747 % | 2,040 % |
| 21 | 0,022 % | 1,146 % | 0,012 % | 3,024 % | 1,841 % | 2,094 % |
| 22 | 0,086 % | 1,220 % | 0,076 % | 3,076 % | 1,927 % | 2,146 % |
| 23 | 0,158 % | 1,293 % | 0,148 % | 3,125 % | 2,006 % | 2,196 % |
| 24 | 0,236 % | 1,363 % | 0,226 % | 3,171 % | 2,078 % | 2,244 % |
| 25 | 0,317 % | 1,431 % | 0,308 % | 3,214 % | 2,144 % | 2,289 % |
| 26 | 0,399 % | 1,497 % | 0,390 % | 3,255 % | 2,205 % | 2,332 % |
| 27 | 0,482 % | 1,561 % | 0,474 % | 3,294 % | 2,262 % | 2,373 % |
| 28 | 0,564 % | 1,622 % | 0,556 % | 3,330 % | 2,315 % | 2,413 % |
| 29 | 0,645 % | 1,681 % | 0,637 % | 3,364 % | 2,364 % | 2,450 % |
| 30 | 0,724 % | 1,737 % | 0,716 % | 3,397 % | 2,410 % | 2,486 % |
| 31 | 0,801 % | 1,791 % | 0,793 % | 3,428 % | 2,453 % | 2,520 % |
| 32 | 0,876 % | 1,843 % | 0,868 % | 3,457 % | 2,493 % | 2,553 % |
| 33 | 0,948 % | 1,893 % | 0,941 % | 3,485 % | 2,531 % | 2,584 % |
| 34 | 1,018 % | 1,940 % | 1,011 % | 3,511 % | 2,567 % | 2,614 % |
| 35 | 1,085 % | 1,986 % | 1,078 % | 3,537 % | 2,600 % | 2,642 % |
| 36 | 1,150 % | 2,030 % | 1,143 % | 3,561 % | 2,632 % | 2,670 % |
| 37 | 1,213 % | 2,072 % | 1,206 % | 3,584 % | 2,662 % | 2,696 % |
| 38 | 1,273 % | 2,112 % | 1,266 % | 3,606 % | 2,690 % | 2,721 % |
| 39 | 1,330 % | 2,150 % | 1,324 % | 3,627 % | 2,718 % | 2,745 % |
| 40 | 1,386 % | 2,187 % | 1,380 % | 3,647 % | 2,743 % | 2,768 % |
| 41 | 1,439 % | 2,223 % | 1,433 % | 3,666 % | 2,768 % | 2,790 % |
| 42 | 1,491 % | 2,257 % | 1,485 % | 3,685 % | 2,791 % | 2,811 % |
| 43 | 1,540 % | 2,289 % | 1,534 % | 3,703 % | 2,813 % | 2,832 % |
| 44 | 1,588 % | 2,321 % | 1,582 % | 3,720 % | 2,834 % | 2,851 % |
| 45 | 1,633 % | 2,351 % | 1,628 % | 3,736 % | 2,855 % | 2,870 % |
| 46 | 1,677 % | 2,380 % | 1,672 % | 3,752 % | 2,874 % | 2,888 % |
| 47 | 1,719 % | 2,408 % | 1,714 % | 3,767 % | 2,893 % | 2,905 % |
| 48 | 1,760 % | 2,435 % | 1,755 % | 3,781 % | 2,910 % | 2,922 % |
| 49 | 1,799 % | 2,460 % | 1,794 % | 3,795 % | 2,927 % | 2,938 % |
| 50 | 1,837 % | 2,485 % | 1,832 % | 3,809 % | 2,944 % | 2,954 % |
| 51 | 1,874 % | 2,509 % | 1,869 % | 3,822 % | 2,960 % | 2,969 % |
| 52 | 1,909 % | 2,533 % | 1,904 % | 3,835 % | 2,975 % | 2,983 % |
| 53 | 1,943 % | 2,555 % | 1,938 % | 3,847 % | 2,989 % | 2,997 % |
| 54 | 1,975 % | 2,577 % | 1,971 % | 3,858 % | 3,003 % | 3,011 % |
| 55 | 2,007 % | 2,597 % | 2,002 % | 3,870 % | 3,017 % | 3,024 % |
| 56 | 2,038 % | 2,618 % | 2,033 % | 3,881 % | 3,030 % | 3,037 % |
| 57 | 2,067 % | 2,637 % | 2,063 % | 3,891 % | 3,042 % | 3,049 % |
| 58 | 2,096 % | 2,656 % | 2,091 % | 3,902 % | 3,055 % | 3,061 % |
| 59 | 2,123 % | 2,674 % | 2,119 % | 3,911 % | 3,066 % | 3,072 % |
| 60 | 2,150 % | 2,692 % | 2,146 % | 3,921 % | 3,078 % | 3,083 % |
| 61 | 2,176 % | 2,709 % | 2,172 % | 3,930 % | 3,089 % | 3,094 % |
| 62 | 2,201 % | 2,726 % | 2,197 % | 3,939 % | 3,099 % | 3,104 % |
| 63 | 2,225 % | 2,742 % | 2,221 % | 3,948 % | 3,110 % | 3,114 % |
| 64 | 2,249 % | 2,757 % | 2,245 % | 3,957 % | 3,120 % | 3,124 % |
| 65 | 2,272 % | 2,772 % | 2,268 % | 3,965 % | 3,129 % | 3,134 % |
| 66 | 2,294 % | 2,787 % | 2,290 % | 3,973 % | 3,139 % | 3,143 % |
| 67 | 2,315 % | 2,801 % | 2,312 % | 3,981 % | 3,148 % | 3,152 % |
| 68 | 2,336 % | 2,815 % | 2,332 % | 3,988 % | 3,157 % | 3,161 % |
| 69 | 2,356 % | 2,828 % | 2,353 % | 3,995 % | 3,165 % | 3,169 % |
| 70 | 2,376 % | 2,841 % | 2,373 % | 4,003 % | 3,173 % | 3,177 % |
| 71 | 2,395 % | 2,854 % | 2,392 % | 4,010 % | 3,182 % | 3,185 % |
| 72 | 2,414 % | 2,867 % | 2,411 % | 4,016 % | 3,189 % | 3,193 % |
| 73 | 2,432 % | 2,879 % | 2,429 % | 4,023 % | 3,197 % | 3,201 % |
| 74 | 2,450 % | 2,890 % | 2,446 % | 4,029 % | 3,205 % | 3,208 % |
| 75 | 2,467 % | 2,902 % | 2,464 % | 4,035 % | 3,212 % | 3,215 % |
| 76 | 2,484 % | 2,913 % | 2,481 % | 4,042 % | 3,219 % | 3,222 % |
| 77 | 2,500 % | 2,924 % | 2,497 % | 4,047 % | 3,226 % | 3,229 % |
| 78 | 2,516 % | 2,934 % | 2,513 % | 4,053 % | 3,232 % | 3,236 % |
| 79 | 2,532 % | 2,944 % | 2,528 % | 4,059 % | 3,239 % | 3,242 % |
| 80 | 2,547 % | 2,954 % | 2,544 % | 4,064 % | 3,245 % | 3,248 % |
| 81 | 2,561 % | 2,964 % | 2,558 % | 4,070 % | 3,252 % | 3,255 % |
| 82 | 2,576 % | 2,974 % | 2,573 % | 4,075 % | 3,258 % | 3,261 % |
| 83 | 2,590 % | 2,983 % | 2,587 % | 4,080 % | 3,264 % | 3,266 % |
| 84 | 2,604 % | 2,992 % | 2,601 % | 4,085 % | 3,269 % | 3,272 % |
| 85 | 2,617 % | 3,001 % | 2,614 % | 4,090 % | 3,275 % | 3,278 % |
| 86 | 2,630 % | 3,010 % | 2,627 % | 4,095 % | 3,281 % | 3,283 % |
| 87 | 2,643 % | 3,018 % | 2,640 % | 4,099 % | 3,286 % | 3,289 % |
| 88 | 2,655 % | 3,026 % | 2,653 % | 4,104 % | 3,291 % | 3,294 % |
| 89 | 2,668 % | 3,034 % | 2,665 % | 4,108 % | 3,296 % | 3,299 % |
| 90 | 2,680 % | 3,042 % | 2,677 % | 4,112 % | 3,301 % | 3,304 % |
| 91 | 2,691 % | 3,050 % | 2,689 % | 4,117 % | 3,306 % | 3,309 % |
| 92 | 2,703 % | 3,058 % | 2,700 % | 4,121 % | 3,311 % | 3,314 % |
| 93 | 2,714 % | 3,065 % | 2,711 % | 4,125 % | 3,316 % | 3,318 % |
| 94 | 2,725 % | 3,072 % | 2,722 % | 4,129 % | 3,320 % | 3,323 % |
| 95 | 2,736 % | 3,080 % | 2,733 % | 4,133 % | 3,325 % | 3,327 % |
| 96 | 2,746 % | 3,086 % | 2,744 % | 4,137 % | 3,329 % | 3,332 % |
| 97 | 2,757 % | 3,093 % | 2,754 % | 4,140 % | 3,334 % | 3,336 % |
| 98 | 2,767 % | 3,100 % | 2,764 % | 4,144 % | 3,338 % | 3,340 % |
| 99 | 2,777 % | 3,107 % | 2,774 % | 4,148 % | 3,342 % | 3,344 % |
| 100 | 2,786 % | 3,113 % | 2,784 % | 4,151 % | 3,346 % | 3,348 % |
| 101 | 2,796 % | 3,119 % | 2,793 % | 4,155 % | 3,350 % | 3,352 % |
| 102 | 2,805 % | 3,125 % | 2,803 % | 4,158 % | 3,354 % | 3,356 % |
| 103 | 2,814 % | 3,131 % | 2,812 % | 4,161 % | 3,358 % | 3,360 % |
| 104 | 2,823 % | 3,137 % | 2,821 % | 4,164 % | 3,362 % | 3,364 % |
| 105 | 2,832 % | 3,143 % | 2,830 % | 4,168 % | 3,365 % | 3,367 % |
| 106 | 2,841 % | 3,149 % | 2,838 % | 4,171 % | 3,369 % | 3,371 % |
| 107 | 2,849 % | 3,154 % | 2,847 % | 4,174 % | 3,372 % | 3,375 % |
| 108 | 2,857 % | 3,160 % | 2,855 % | 4,177 % | 3,376 % | 3,378 % |
| 109 | 2,865 % | 3,165 % | 2,863 % | 4,180 % | 3,379 % | 3,382 % |
| 110 | 2,873 % | 3,171 % | 2,871 % | 4,183 % | 3,383 % | 3,385 % |
| 111 | 2,881 % | 3,176 % | 2,879 % | 4,186 % | 3,386 % | 3,388 % |
| 112 | 2,889 % | 3,181 % | 2,887 % | 4,188 % | 3,389 % | 3,391 % |
| 113 | 2,897 % | 3,186 % | 2,894 % | 4,191 % | 3,392 % | 3,395 % |
| 114 | 2,904 % | 3,191 % | 2,902 % | 4,194 % | 3,396 % | 3,398 % |
| 115 | 2,911 % | 3,196 % | 2,909 % | 4,197 % | 3,399 % | 3,401 % |
| 116 | 2,919 % | 3,201 % | 2,916 % | 4,199 % | 3,402 % | 3,404 % |
| 117 | 2,926 % | 3,205 % | 2,924 % | 4,202 % | 3,405 % | 3,407 % |
| 118 | 2,933 % | 3,210 % | 2,931 % | 4,204 % | 3,408 % | 3,410 % |
| 119 | 2,939 % | 3,214 % | 2,937 % | 4,207 % | 3,410 % | 3,412 % |
| 120 | 2,946 % | 3,219 % | 2,944 % | 4,209 % | 3,413 % | 3,415 % |
| 121 | 2,953 % | 3,223 % | 2,951 % | 4,212 % | 3,416 % | 3,418 % |
| 122 | 2,959 % | 3,228 % | 2,957 % | 4,214 % | 3,419 % | 3,421 % |
| 123 | 2,966 % | 3,232 % | 2,964 % | 4,216 % | 3,422 % | 3,423 % |
| 124 | 2,972 % | 3,236 % | 2,970 % | 4,219 % | 3,424 % | 3,426 % |
| 125 | 2,978 % | 3,240 % | 2,976 % | 4,221 % | 3,427 % | 3,429 % |
| 126 | 2,984 % | 3,244 % | 2,982 % | 4,223 % | 3,429 % | 3,431 % |
| 127 | 2,990 % | 3,248 % | 2,988 % | 4,225 % | 3,432 % | 3,434 % |
| 128 | 2,996 % | 3,252 % | 2,994 % | 4,227 % | 3,434 % | 3,436 % |
| 129 | 3,002 % | 3,256 % | 3,000 % | 4,229 % | 3,437 % | 3,439 % |
| 130 | 3,008 % | 3,260 % | 3,006 % | 4,231 % | 3,439 % | 3,441 % |
| 131 | 3,013 % | 3,263 % | 3,012 % | 4,234 % | 3,442 % | 3,443 % |
| 132 | 3,019 % | 3,267 % | 3,017 % | 4,236 % | 3,444 % | 3,446 % |
| 133 | 3,024 % | 3,271 % | 3,023 % | 4,238 % | 3,446 % | 3,448 % |
| 134 | 3,030 % | 3,274 % | 3,028 % | 4,239 % | 3,448 % | 3,450 % |
| 135 | 3,035 % | 3,278 % | 3,033 % | 4,241 % | 3,451 % | 3,452 % |
| 136 | 3,040 % | 3,281 % | 3,039 % | 4,243 % | 3,453 % | 3,455 % |
| 137 | 3,046 % | 3,285 % | 3,044 % | 4,245 % | 3,455 % | 3,457 % |
| 138 | 3,051 % | 3,288 % | 3,049 % | 4,247 % | 3,457 % | 3,459 % |
| 139 | 3,056 % | 3,291 % | 3,054 % | 4,249 % | 3,459 % | 3,461 % |
| 140 | 3,061 % | 3,295 % | 3,059 % | 4,251 % | 3,461 % | 3,463 % |
| 141 | 3,066 % | 3,298 % | 3,064 % | 4,252 % | 3,463 % | 3,465 % |
| 142 | 3,070 % | 3,301 % | 3,069 % | 4,254 % | 3,465 % | 3,467 % |
| 143 | 3,075 % | 3,304 % | 3,073 % | 4,256 % | 3,467 % | 3,469 % |
| 144 | 3,080 % | 3,307 % | 3,078 % | 4,258 % | 3,469 % | 3,471 % |
| 145 | 3,084 % | 3,310 % | 3,083 % | 4,259 % | 3,471 % | 3,473 % |
| 146 | 3,089 % | 3,313 % | 3,087 % | 4,261 % | 3,473 % | 3,475 % |
| 147 | 3,093 % | 3,316 % | 3,092 % | 4,263 % | 3,475 % | 3,477 % |
| 148 | 3,098 % | 3,319 % | 3,096 % | 4,264 % | 3,477 % | 3,478 % |
| 149 | 3,102 % | 3,322 % | 3,100 % | 4,266 % | 3,479 % | 3,480 % |
| 150 | 3,106 % | 3,325 % | 3,105 % | 4,267 % | 3,481 % | 3,482 % |
| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,495 % | 0,097 % | 2,908 % | -0,155 % | 1,083 % | 0,252 % |
| 2 | -0,525 % | 0,047 % | 3,186 % | -0,021 % | 1,258 % | 0,365 % |
| 3 | -0,535 % | 0,048 % | 3,352 % | 0,171 % | 1,490 % | 0,415 % |
| 4 | -0,515 % | 0,070 % | 3,477 % | 0,397 % | 1,700 % | 0,486 % |
| 5 | -0,495 % | 0,100 % | 3,580 % | 0,626 % | 1,895 % | 0,549 % |
| 6 | -0,466 % | 0,126 % | 3,664 % | 0,836 % | 2,086 % | 0,594 % |
| 7 | -0,436 % | 0,153 % | 3,736 % | 1,012 % | 2,273 % | 0,633 % |
| 8 | -0,396 % | 0,180 % | 3,800 % | 1,150 % | 2,438 % | 0,678 % |
| 9 | -0,357 % | 0,206 % | 3,856 % | 1,252 % | 2,570 % | 0,731 % |
| 10 | -0,317 % | 0,230 % | 3,911 % | 1,327 % | 2,677 % | 0,797 % |
| 11 | -0,285 % | 0,250 % | 3,955 % | 1,400 % | 2,765 % | 0,875 % |
| 12 | -0,237 % | 0,266 % | 3,987 % | 1,476 % | 2,839 % | 0,959 % |
| 13 | -0,208 % | 0,279 % | 4,011 % | 1,552 % | 2,902 % | 1,046 % |
| 14 | -0,176 % | 0,290 % | 4,029 % | 1,626 % | 2,956 % | 1,135 % |
| 15 | -0,145 % | 0,298 % | 4,041 % | 1,699 % | 3,003 % | 1,221 % |
| 16 | -0,133 % | 0,304 % | 4,050 % | 1,769 % | 3,045 % | 1,306 % |
| 17 | -0,131 % | 0,308 % | 4,056 % | 1,836 % | 3,082 % | 1,389 % |
| 18 | -0,126 % | 0,311 % | 4,059 % | 1,900 % | 3,115 % | 1,468 % |
| 19 | -0,110 % | 0,313 % | 4,061 % | 1,962 % | 3,144 % | 1,544 % |
| 20 | -0,078 % | 0,314 % | 4,061 % | 2,021 % | 3,171 % | 1,617 % |
| 21 | -0,028 % | 0,314 % | 4,060 % | 2,077 % | 3,196 % | 1,686 % |
| 22 | 0,037 % | 0,314 % | 4,058 % | 2,130 % | 3,218 % | 1,753 % |
| 23 | 0,110 % | 0,313 % | 4,055 % | 2,181 % | 3,239 % | 1,816 % |
| 24 | 0,189 % | 0,311 % | 4,052 % | 2,229 % | 3,258 % | 1,876 % |
| 25 | 0,271 % | 0,308 % | 4,048 % | 2,276 % | 3,276 % | 1,933 % |
| 26 | 0,355 % | 0,305 % | 4,044 % | 2,320 % | 3,292 % | 1,988 % |
| 27 | 0,439 % | 0,301 % | 4,039 % | 2,361 % | 3,307 % | 2,040 % |
| 28 | 0,522 % | 0,298 % | 4,035 % | 2,401 % | 3,322 % | 2,090 % |
| 29 | 0,604 % | 0,296 % | 4,030 % | 2,439 % | 3,335 % | 2,137 % |
| 30 | 0,685 % | 0,295 % | 4,025 % | 2,476 % | 3,348 % | 2,182 % |
| 31 | 0,763 % | 0,294 % | 4,020 % | 2,510 % | 3,359 % | 2,225 % |
| 32 | 0,838 % | 0,294 % | 4,015 % | 2,543 % | 3,370 % | 2,266 % |
| 33 | 0,912 % | 0,294 % | 4,011 % | 2,575 % | 3,381 % | 2,305 % |
| 34 | 0,982 % | 0,293 % | 4,006 % | 2,605 % | 3,391 % | 2,343 % |
| 35 | 1,051 % | 0,290 % | 4,001 % | 2,634 % | 3,400 % | 2,379 % |
| 36 | 1,116 % | 0,287 % | 3,996 % | 2,661 % | 3,409 % | 2,413 % |
| 37 | 1,180 % | 0,281 % | 3,992 % | 2,688 % | 3,418 % | 2,445 % |
| 38 | 1,241 % | 0,273 % | 3,987 % | 2,713 % | 3,426 % | 2,477 % |
| 39 | 1,299 % | 0,263 % | 3,983 % | 2,737 % | 3,433 % | 2,507 % |
| 40 | 1,355 % | 0,250 % | 3,978 % | 2,760 % | 3,441 % | 2,535 % |
| 41 | 1,410 % | 0,234 % | 3,974 % | 2,783 % | 3,448 % | 2,563 % |
| 42 | 1,462 % | 0,218 % | 3,970 % | 2,804 % | 3,454 % | 2,589 % |
| 43 | 1,512 % | 0,203 % | 3,966 % | 2,825 % | 3,461 % | 2,615 % |
| 44 | 1,560 % | 0,190 % | 3,962 % | 2,844 % | 3,467 % | 2,639 % |
| 45 | 1,606 % | 0,182 % | 3,958 % | 2,863 % | 3,473 % | 2,663 % |
| 46 | 1,650 % | 0,178 % | 3,954 % | 2,882 % | 3,478 % | 2,685 % |
| 47 | 1,693 % | 0,179 % | 3,951 % | 2,899 % | 3,484 % | 2,707 % |
| 48 | 1,735 % | 0,186 % | 3,947 % | 2,916 % | 3,489 % | 2,728 % |
| 49 | 1,774 % | 0,198 % | 3,944 % | 2,932 % | 3,494 % | 2,748 % |
| 50 | 1,813 % | 0,217 % | 3,940 % | 2,948 % | 3,499 % | 2,767 % |
| 51 | 1,849 % | 0,242 % | 3,937 % | 2,963 % | 3,503 % | 2,786 % |
| 52 | 1,885 % | 0,272 % | 3,934 % | 2,978 % | 3,508 % | 2,804 % |
| 53 | 1,919 % | 0,306 % | 3,931 % | 2,992 % | 3,512 % | 2,821 % |
| 54 | 1,953 % | 0,342 % | 3,928 % | 3,006 % | 3,516 % | 2,838 % |
| 55 | 1,985 % | 0,381 % | 3,925 % | 3,019 % | 3,520 % | 2,854 % |
| 56 | 2,015 % | 0,422 % | 3,922 % | 3,031 % | 3,524 % | 2,869 % |
| 57 | 2,045 % | 0,463 % | 3,919 % | 3,044 % | 3,528 % | 2,885 % |
| 58 | 2,074 % | 0,505 % | 3,916 % | 3,056 % | 3,532 % | 2,899 % |
| 59 | 2,102 % | 0,548 % | 3,914 % | 3,067 % | 3,535 % | 2,913 % |
| 60 | 2,129 % | 0,590 % | 3,911 % | 3,078 % | 3,539 % | 2,927 % |
| 61 | 2,155 % | 0,633 % | 3,909 % | 3,089 % | 3,542 % | 2,940 % |
| 62 | 2,181 % | 0,675 % | 3,906 % | 3,100 % | 3,545 % | 2,953 % |
| 63 | 2,205 % | 0,717 % | 3,904 % | 3,110 % | 3,548 % | 2,966 % |
| 64 | 2,229 % | 0,758 % | 3,902 % | 3,120 % | 3,551 % | 2,978 % |
| 65 | 2,252 % | 0,799 % | 3,900 % | 3,129 % | 3,554 % | 2,990 % |
| 66 | 2,275 % | 0,839 % | 3,897 % | 3,138 % | 3,557 % | 3,001 % |
| 67 | 2,297 % | 0,878 % | 3,895 % | 3,148 % | 3,560 % | 3,012 % |
| 68 | 2,318 % | 0,917 % | 3,893 % | 3,156 % | 3,563 % | 3,023 % |
| 69 | 2,338 % | 0,955 % | 3,891 % | 3,165 % | 3,565 % | 3,033 % |
| 70 | 2,358 % | 0,992 % | 3,889 % | 3,173 % | 3,568 % | 3,043 % |
| 71 | 2,378 % | 1,028 % | 3,887 % | 3,181 % | 3,570 % | 3,053 % |
| 72 | 2,397 % | 1,064 % | 3,885 % | 3,189 % | 3,573 % | 3,063 % |
| 73 | 2,415 % | 1,099 % | 3,884 % | 3,197 % | 3,575 % | 3,072 % |
| 74 | 2,433 % | 1,133 % | 3,882 % | 3,204 % | 3,578 % | 3,081 % |
| 75 | 2,451 % | 1,166 % | 3,880 % | 3,211 % | 3,580 % | 3,090 % |
| 76 | 2,467 % | 1,199 % | 3,879 % | 3,218 % | 3,582 % | 3,099 % |
| 77 | 2,484 % | 1,231 % | 3,877 % | 3,225 % | 3,584 % | 3,107 % |
| 78 | 2,500 % | 1,262 % | 3,875 % | 3,232 % | 3,586 % | 3,115 % |
| 79 | 2,516 % | 1,293 % | 3,874 % | 3,238 % | 3,588 % | 3,123 % |
| 80 | 2,531 % | 1,323 % | 3,872 % | 3,245 % | 3,590 % | 3,131 % |
| 81 | 2,546 % | 1,352 % | 3,871 % | 3,251 % | 3,592 % | 3,139 % |
| 82 | 2,561 % | 1,380 % | 3,869 % | 3,257 % | 3,594 % | 3,146 % |
| 83 | 2,575 % | 1,408 % | 3,868 % | 3,263 % | 3,596 % | 3,153 % |
| 84 | 2,589 % | 1,436 % | 3,866 % | 3,269 % | 3,598 % | 3,160 % |
| 85 | 2,602 % | 1,462 % | 3,865 % | 3,274 % | 3,599 % | 3,167 % |
| 86 | 2,616 % | 1,488 % | 3,864 % | 3,280 % | 3,601 % | 3,174 % |
| 87 | 2,629 % | 1,514 % | 3,862 % | 3,285 % | 3,603 % | 3,181 % |
| 88 | 2,641 % | 1,539 % | 3,861 % | 3,290 % | 3,604 % | 3,187 % |
| 89 | 2,654 % | 1,563 % | 3,860 % | 3,296 % | 3,606 % | 3,193 % |
| 90 | 2,666 % | 1,587 % | 3,859 % | 3,301 % | 3,608 % | 3,200 % |
| 91 | 2,678 % | 1,611 % | 3,858 % | 3,306 % | 3,609 % | 3,206 % |
| 92 | 2,689 % | 1,634 % | 3,856 % | 3,310 % | 3,611 % | 3,212 % |
| 93 | 2,701 % | 1,656 % | 3,855 % | 3,315 % | 3,612 % | 3,217 % |
| 94 | 2,712 % | 1,678 % | 3,854 % | 3,320 % | 3,614 % | 3,223 % |
| 95 | 2,723 % | 1,699 % | 3,853 % | 3,324 % | 3,615 % | 3,229 % |
| 96 | 2,733 % | 1,721 % | 3,852 % | 3,329 % | 3,616 % | 3,234 % |
| 97 | 2,744 % | 1,741 % | 3,851 % | 3,333 % | 3,618 % | 3,239 % |
| 98 | 2,754 % | 1,762 % | 3,850 % | 3,337 % | 3,619 % | 3,244 % |
| 99 | 2,764 % | 1,781 % | 3,849 % | 3,341 % | 3,620 % | 3,250 % |
| 100 | 2,774 % | 1,801 % | 3,848 % | 3,345 % | 3,622 % | 3,255 % |
| 101 | 2,783 % | 1,820 % | 3,847 % | 3,349 % | 3,623 % | 3,259 % |
| 102 | 2,793 % | 1,839 % | 3,846 % | 3,353 % | 3,624 % | 3,264 % |
| 103 | 2,802 % | 1,857 % | 3,845 % | 3,357 % | 3,625 % | 3,269 % |
| 104 | 2,811 % | 1,875 % | 3,844 % | 3,361 % | 3,627 % | 3,274 % |
| 105 | 2,820 % | 1,893 % | 3,843 % | 3,365 % | 3,628 % | 3,278 % |
| 106 | 2,829 % | 1,910 % | 3,842 % | 3,368 % | 3,629 % | 3,282 % |
| 107 | 2,837 % | 1,927 % | 3,842 % | 3,372 % | 3,630 % | 3,287 % |
| 108 | 2,846 % | 1,944 % | 3,841 % | 3,375 % | 3,631 % | 3,291 % |
| 109 | 2,854 % | 1,960 % | 3,840 % | 3,379 % | 3,632 % | 3,295 % |
| 110 | 2,862 % | 1,976 % | 3,839 % | 3,382 % | 3,633 % | 3,299 % |
| 111 | 2,870 % | 1,992 % | 3,838 % | 3,385 % | 3,634 % | 3,303 % |
| 112 | 2,878 % | 2,008 % | 3,837 % | 3,389 % | 3,635 % | 3,307 % |
| 113 | 2,886 % | 2,023 % | 3,837 % | 3,392 % | 3,636 % | 3,311 % |
| 114 | 2,893 % | 2,038 % | 3,836 % | 3,395 % | 3,637 % | 3,315 % |
| 115 | 2,901 % | 2,053 % | 3,835 % | 3,398 % | 3,638 % | 3,319 % |
| 116 | 2,908 % | 2,067 % | 3,834 % | 3,401 % | 3,639 % | 3,323 % |
| 117 | 2,915 % | 2,082 % | 3,834 % | 3,404 % | 3,640 % | 3,326 % |
| 118 | 2,922 % | 2,096 % | 3,833 % | 3,407 % | 3,641 % | 3,330 % |
| 119 | 2,929 % | 2,109 % | 3,832 % | 3,410 % | 3,642 % | 3,333 % |
| 120 | 2,936 % | 2,123 % | 3,832 % | 3,413 % | 3,643 % | 3,337 % |
| 121 | 2,943 % | 2,136 % | 3,831 % | 3,416 % | 3,644 % | 3,340 % |
| 122 | 2,949 % | 2,149 % | 3,830 % | 3,418 % | 3,645 % | 3,344 % |
| 123 | 2,956 % | 2,162 % | 3,830 % | 3,421 % | 3,646 % | 3,347 % |
| 124 | 2,962 % | 2,175 % | 3,829 % | 3,424 % | 3,646 % | 3,350 % |
| 125 | 2,968 % | 2,188 % | 3,828 % | 3,426 % | 3,647 % | 3,353 % |
| 126 | 2,974 % | 2,200 % | 3,828 % | 3,429 % | 3,648 % | 3,357 % |
| 127 | 2,981 % | 2,212 % | 3,827 % | 3,431 % | 3,649 % | 3,360 % |
| 128 | 2,987 % | 2,224 % | 3,827 % | 3,434 % | 3,650 % | 3,363 % |
| 129 | 2,992 % | 2,236 % | 3,826 % | 3,436 % | 3,650 % | 3,366 % |
| 130 | 2,998 % | 2,247 % | 3,825 % | 3,439 % | 3,651 % | 3,369 % |
| 131 | 3,004 % | 2,259 % | 3,825 % | 3,441 % | 3,652 % | 3,372 % |
| 132 | 3,010 % | 2,270 % | 3,824 % | 3,443 % | 3,653 % | 3,374 % |
| 133 | 3,015 % | 2,281 % | 3,824 % | 3,446 % | 3,653 % | 3,377 % |
| 134 | 3,021 % | 2,292 % | 3,823 % | 3,448 % | 3,654 % | 3,380 % |
| 135 | 3,026 % | 2,302 % | 3,823 % | 3,450 % | 3,655 % | 3,383 % |
| 136 | 3,031 % | 2,313 % | 3,822 % | 3,452 % | 3,656 % | 3,385 % |
| 137 | 3,036 % | 2,323 % | 3,821 % | 3,455 % | 3,656 % | 3,388 % |
| 138 | 3,042 % | 2,334 % | 3,821 % | 3,457 % | 3,657 % | 3,391 % |
| 139 | 3,047 % | 2,344 % | 3,820 % | 3,459 % | 3,658 % | 3,393 % |
| 140 | 3,052 % | 2,354 % | 3,820 % | 3,461 % | 3,658 % | 3,396 % |
| 141 | 3,057 % | 2,364 % | 3,819 % | 3,463 % | 3,659 % | 3,398 % |
| 142 | 3,062 % | 2,373 % | 3,819 % | 3,465 % | 3,660 % | 3,401 % |
| 143 | 3,066 % | 2,383 % | 3,818 % | 3,467 % | 3,660 % | 3,403 % |
| 144 | 3,071 % | 2,392 % | 3,818 % | 3,469 % | 3,661 % | 3,406 % |
| 145 | 3,076 % | 2,402 % | 3,818 % | 3,471 % | 3,661 % | 3,408 % |
| 146 | 3,080 % | 2,411 % | 3,817 % | 3,473 % | 3,662 % | 3,410 % |
| 147 | 3,085 % | 2,420 % | 3,817 % | 3,475 % | 3,663 % | 3,413 % |
| 148 | 3,089 % | 2,429 % | 3,816 % | 3,476 % | 3,663 % | 3,415 % |
| 149 | 3,094 % | 2,438 % | 3,816 % | 3,478 % | 3,664 % | 3,417 % |
| 150 | 3,098 % | 2,446 % | 3,815 % | 3,480 % | 3,664 % | 3,419 % |
| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,737 % | 0,052 % | 0,101 % | 0,334 % | 0,011 % | 1,787 % |
| 2 | -0,736 % | 0,096 % | 0,112 % | 0,392 % | -0,050 % | 2,643 % |
| 3 | -0,724 % | 0,138 % | 0,211 % | 0,454 % | 0,007 % | 3,237 % |
| 4 | -0,693 % | 0,202 % | 0,345 % | 0,525 % | 0,250 % | 3,683 % |
| 5 | -0,642 % | 0,280 % | 0,482 % | 0,586 % | 0,576 % | 4,124 % |
| 6 | -0,577 % | 0,368 % | 0,610 % | 0,640 % | 0,923 % | 4,612 % |
| 7 | -0,513 % | 0,466 % | 0,727 % | 0,695 % | 1,277 % | 5,164 % |
| 8 | -0,461 % | 0,571 % | 0,834 % | 0,756 % | 1,634 % | 5,766 % |
| 9 | -0,425 % | 0,671 % | 0,930 % | 0,809 % | 1,969 % | 6,385 % |
| 10 | -0,408 % | 0,758 % | 1,017 % | 0,849 % | 2,261 % | 6,990 % |
| 11 | -0,407 % | 0,828 % | 1,096 % | 0,872 % | 2,501 % | 7,466 % |
| 12 | -0,417 % | 0,884 % | 1,166 % | 0,884 % | 2,700 % | 7,817 % |
| 13 | -0,430 % | 0,927 % | 1,226 % | 0,891 % | 2,866 % | 8,070 % |
| 14 | -0,443 % | 0,960 % | 1,282 % | 0,895 % | 3,006 % | 8,248 % |
| 15 | -0,452 % | 0,986 % | 1,339 % | 0,899 % | 3,127 % | 8,366 % |
| 16 | -0,458 % | 1,006 % | 1,400 % | 0,905 % | 3,231 % | 8,437 % |
| 17 | -0,459 % | 1,022 % | 1,463 % | 0,912 % | 3,321 % | 8,471 % |
| 18 | -0,454 % | 1,037 % | 1,526 % | 0,922 % | 3,401 % | 8,475 % |
| 19 | -0,443 % | 1,050 % | 1,590 % | 0,934 % | 3,471 % | 8,456 % |
| 20 | -0,427 % | 1,062 % | 1,653 % | 0,949 % | 3,534 % | 8,418 % |
| 21 | -0,405 % | 1,074 % | 1,715 % | 0,967 % | 3,589 % | 8,367 % |
| 22 | -0,377 % | 1,084 % | 1,775 % | 0,988 % | 3,639 % | 8,306 % |
| 23 | -0,343 % | 1,091 % | 1,833 % | 1,011 % | 3,684 % | 8,237 % |
| 24 | -0,303 % | 1,092 % | 1,889 % | 1,037 % | 3,725 % | 8,162 % |
| 25 | -0,258 % | 1,087 % | 1,942 % | 1,065 % | 3,762 % | 8,084 % |
| 26 | -0,207 % | 1,077 % | 1,994 % | 1,096 % | 3,796 % | 8,003 % |
| 27 | -0,151 % | 1,065 % | 2,044 % | 1,129 % | 3,827 % | 7,921 % |
| 28 | -0,093 % | 1,057 % | 2,092 % | 1,165 % | 3,855 % | 7,839 % |
| 29 | -0,033 % | 1,055 % | 2,138 % | 1,203 % | 3,881 % | 7,758 % |
| 30 | 0,027 % | 1,062 % | 2,181 % | 1,243 % | 3,906 % | 7,677 % |
| 31 | 0,087 % | 1,079 % | 2,223 % | 1,286 % | 3,928 % | 7,598 % |
| 32 | 0,147 % | 1,105 % | 2,264 % | 1,330 % | 3,948 % | 7,521 % |
| 33 | 0,206 % | 1,136 % | 2,302 % | 1,375 % | 3,968 % | 7,446 % |
| 34 | 0,263 % | 1,172 % | 2,339 % | 1,421 % | 3,986 % | 7,373 % |
| 35 | 0,320 % | 1,211 % | 2,374 % | 1,467 % | 4,002 % | 7,303 % |
| 36 | 0,375 % | 1,253 % | 2,408 % | 1,513 % | 4,018 % | 7,234 % |
| 37 | 0,428 % | 1,295 % | 2,441 % | 1,558 % | 4,033 % | 7,168 % |
| 38 | 0,480 % | 1,339 % | 2,472 % | 1,602 % | 4,047 % | 7,105 % |
| 39 | 0,530 % | 1,383 % | 2,502 % | 1,646 % | 4,060 % | 7,044 % |
| 40 | 0,579 % | 1,427 % | 2,530 % | 1,689 % | 4,072 % | 6,985 % |
| 41 | 0,625 % | 1,470 % | 2,558 % | 1,730 % | 4,083 % | 6,928 % |
| 42 | 0,671 % | 1,513 % | 2,584 % | 1,771 % | 4,094 % | 6,873 % |
| 43 | 0,715 % | 1,556 % | 2,610 % | 1,810 % | 4,105 % | 6,821 % |
| 44 | 0,757 % | 1,597 % | 2,634 % | 1,849 % | 4,114 % | 6,770 % |
| 45 | 0,798 % | 1,638 % | 2,658 % | 1,886 % | 4,124 % | 6,721 % |
| 46 | 0,837 % | 1,678 % | 2,680 % | 1,922 % | 4,133 % | 6,675 % |
| 47 | 0,875 % | 1,717 % | 2,702 % | 1,957 % | 4,141 % | 6,629 % |
| 48 | 0,912 % | 1,754 % | 2,723 % | 1,991 % | 4,149 % | 6,586 % |
| 49 | 0,948 % | 1,791 % | 2,743 % | 2,024 % | 4,157 % | 6,544 % |
| 50 | 0,982 % | 1,827 % | 2,762 % | 2,056 % | 4,164 % | 6,504 % |
| 51 | 1,015 % | 1,862 % | 2,781 % | 2,087 % | 4,171 % | 6,465 % |
| 52 | 1,047 % | 1,895 % | 2,799 % | 2,117 % | 4,178 % | 6,428 % |
| 53 | 1,078 % | 1,928 % | 2,816 % | 2,146 % | 4,184 % | 6,392 % |
| 54 | 1,108 % | 1,960 % | 2,833 % | 2,174 % | 4,190 % | 6,357 % |
| 55 | 1,137 % | 1,991 % | 2,849 % | 2,201 % | 4,196 % | 6,323 % |
| 56 | 1,165 % | 2,021 % | 2,865 % | 2,228 % | 4,202 % | 6,291 % |
| 57 | 1,192 % | 2,050 % | 2,880 % | 2,253 % | 4,207 % | 6,259 % |
| 58 | 1,218 % | 2,078 % | 2,895 % | 2,278 % | 4,213 % | 6,229 % |
| 59 | 1,244 % | 2,105 % | 2,909 % | 2,302 % | 4,218 % | 6,200 % |
| 60 | 1,268 % | 2,132 % | 2,923 % | 2,326 % | 4,222 % | 6,171 % |
| 61 | 1,292 % | 2,157 % | 2,936 % | 2,348 % | 4,227 % | 6,144 % |
| 62 | 1,315 % | 2,182 % | 2,949 % | 2,370 % | 4,232 % | 6,117 % |
| 63 | 1,338 % | 2,207 % | 2,962 % | 2,392 % | 4,236 % | 6,092 % |
| 64 | 1,359 % | 2,230 % | 2,974 % | 2,413 % | 4,240 % | 6,067 % |
| 65 | 1,380 % | 2,253 % | 2,986 % | 2,433 % | 4,244 % | 6,042 % |
| 66 | 1,401 % | 2,275 % | 2,997 % | 2,452 % | 4,248 % | 6,019 % |
| 67 | 1,421 % | 2,297 % | 3,008 % | 2,471 % | 4,252 % | 5,996 % |
| 68 | 1,440 % | 2,318 % | 3,019 % | 2,490 % | 4,256 % | 5,974 % |
| 69 | 1,459 % | 2,338 % | 3,030 % | 2,508 % | 4,260 % | 5,953 % |
| 70 | 1,477 % | 2,358 % | 3,040 % | 2,525 % | 4,263 % | 5,932 % |
| 71 | 1,495 % | 2,378 % | 3,050 % | 2,542 % | 4,267 % | 5,911 % |
| 72 | 1,512 % | 2,396 % | 3,059 % | 2,559 % | 4,270 % | 5,892 % |
| 73 | 1,529 % | 2,415 % | 3,069 % | 2,575 % | 4,273 % | 5,873 % |
| 74 | 1,545 % | 2,433 % | 3,078 % | 2,591 % | 4,276 % | 5,854 % |
| 75 | 1,561 % | 2,450 % | 3,087 % | 2,606 % | 4,279 % | 5,836 % |
| 76 | 1,577 % | 2,467 % | 3,096 % | 2,621 % | 4,282 % | 5,818 % |
| 77 | 1,592 % | 2,483 % | 3,104 % | 2,635 % | 4,285 % | 5,801 % |
| 78 | 1,607 % | 2,500 % | 3,112 % | 2,650 % | 4,288 % | 5,784 % |
| 79 | 1,621 % | 2,515 % | 3,120 % | 2,663 % | 4,290 % | 5,768 % |
| 80 | 1,635 % | 2,531 % | 3,128 % | 2,677 % | 4,293 % | 5,752 % |
| 81 | 1,649 % | 2,545 % | 3,136 % | 2,690 % | 4,296 % | 5,736 % |
| 82 | 1,662 % | 2,560 % | 3,143 % | 2,703 % | 4,298 % | 5,721 % |
| 83 | 1,675 % | 2,574 % | 3,151 % | 2,715 % | 4,301 % | 5,706 % |
| 84 | 1,688 % | 2,588 % | 3,158 % | 2,728 % | 4,303 % | 5,692 % |
| 85 | 1,700 % | 2,602 % | 3,165 % | 2,739 % | 4,305 % | 5,678 % |
| 86 | 1,712 % | 2,615 % | 3,171 % | 2,751 % | 4,308 % | 5,664 % |
| 87 | 1,724 % | 2,628 % | 3,178 % | 2,763 % | 4,310 % | 5,651 % |
| 88 | 1,736 % | 2,641 % | 3,184 % | 2,774 % | 4,312 % | 5,637 % |
| 89 | 1,747 % | 2,653 % | 3,191 % | 2,785 % | 4,314 % | 5,625 % |
| 90 | 1,758 % | 2,665 % | 3,197 % | 2,795 % | 4,316 % | 5,612 % |
| 91 | 1,769 % | 2,677 % | 3,203 % | 2,806 % | 4,318 % | 5,600 % |
| 92 | 1,780 % | 2,689 % | 3,209 % | 2,816 % | 4,320 % | 5,588 % |
| 93 | 1,790 % | 2,700 % | 3,215 % | 2,826 % | 4,322 % | 5,576 % |
| 94 | 1,800 % | 2,711 % | 3,220 % | 2,836 % | 4,324 % | 5,565 % |
| 95 | 1,810 % | 2,722 % | 3,226 % | 2,845 % | 4,326 % | 5,553 % |
| 96 | 1,820 % | 2,733 % | 3,231 % | 2,855 % | 4,328 % | 5,542 % |
| 97 | 1,829 % | 2,743 % | 3,237 % | 2,864 % | 4,330 % | 5,531 % |
| 98 | 1,839 % | 2,753 % | 3,242 % | 2,873 % | 4,331 % | 5,521 % |
| 99 | 1,848 % | 2,763 % | 3,247 % | 2,882 % | 4,333 % | 5,510 % |
| 100 | 1,857 % | 2,773 % | 3,252 % | 2,890 % | 4,335 % | 5,500 % |
| 101 | 1,866 % | 2,783 % | 3,257 % | 2,899 % | 4,336 % | 5,490 % |
| 102 | 1,874 % | 2,792 % | 3,262 % | 2,907 % | 4,338 % | 5,481 % |
| 103 | 1,883 % | 2,801 % | 3,267 % | 2,915 % | 4,340 % | 5,471 % |
| 104 | 1,891 % | 2,810 % | 3,271 % | 2,923 % | 4,341 % | 5,462 % |
| 105 | 1,899 % | 2,819 % | 3,276 % | 2,931 % | 4,343 % | 5,452 % |
| 106 | 1,907 % | 2,828 % | 3,280 % | 2,939 % | 4,344 % | 5,443 % |
| 107 | 1,915 % | 2,837 % | 3,285 % | 2,946 % | 4,346 % | 5,435 % |
| 108 | 1,923 % | 2,845 % | 3,289 % | 2,954 % | 4,347 % | 5,426 % |
| 109 | 1,930 % | 2,853 % | 3,293 % | 2,961 % | 4,348 % | 5,417 % |
| 110 | 1,938 % | 2,861 % | 3,297 % | 2,968 % | 4,350 % | 5,409 % |
| 111 | 1,945 % | 2,869 % | 3,301 % | 2,975 % | 4,351 % | 5,401 % |
| 112 | 1,952 % | 2,877 % | 3,305 % | 2,982 % | 4,352 % | 5,393 % |
| 113 | 1,959 % | 2,885 % | 3,309 % | 2,989 % | 4,354 % | 5,385 % |
| 114 | 1,966 % | 2,893 % | 3,313 % | 2,995 % | 4,355 % | 5,377 % |
| 115 | 1,973 % | 2,900 % | 3,317 % | 3,002 % | 4,356 % | 5,369 % |
| 116 | 1,980 % | 2,907 % | 3,321 % | 3,008 % | 4,358 % | 5,362 % |
| 117 | 1,986 % | 2,914 % | 3,324 % | 3,015 % | 4,359 % | 5,354 % |
| 118 | 1,993 % | 2,921 % | 3,328 % | 3,021 % | 4,360 % | 5,347 % |
| 119 | 1,999 % | 2,928 % | 3,331 % | 3,027 % | 4,361 % | 5,340 % |
| 120 | 2,005 % | 2,935 % | 3,335 % | 3,033 % | 4,362 % | 5,333 % |
| 121 | 2,011 % | 2,942 % | 3,338 % | 3,039 % | 4,363 % | 5,326 % |
| 122 | 2,017 % | 2,949 % | 3,342 % | 3,045 % | 4,365 % | 5,319 % |
| 123 | 2,023 % | 2,955 % | 3,345 % | 3,051 % | 4,366 % | 5,313 % |
| 124 | 2,029 % | 2,961 % | 3,348 % | 3,056 % | 4,367 % | 5,306 % |
| 125 | 2,035 % | 2,968 % | 3,351 % | 3,062 % | 4,368 % | 5,300 % |
| 126 | 2,041 % | 2,974 % | 3,355 % | 3,067 % | 4,369 % | 5,293 % |
| 127 | 2,046 % | 2,980 % | 3,358 % | 3,072 % | 4,370 % | 5,287 % |
| 128 | 2,052 % | 2,986 % | 3,361 % | 3,078 % | 4,371 % | 5,281 % |
| 129 | 2,057 % | 2,992 % | 3,364 % | 3,083 % | 4,372 % | 5,275 % |
| 130 | 2,062 % | 2,998 % | 3,367 % | 3,088 % | 4,373 % | 5,269 % |
| 131 | 2,067 % | 3,003 % | 3,370 % | 3,093 % | 4,374 % | 5,263 % |
| 132 | 2,073 % | 3,009 % | 3,373 % | 3,098 % | 4,375 % | 5,257 % |
| 133 | 2,078 % | 3,015 % | 3,375 % | 3,103 % | 4,376 % | 5,251 % |
| 134 | 2,083 % | 3,020 % | 3,378 % | 3,108 % | 4,377 % | 5,246 % |
| 135 | 2,088 % | 3,025 % | 3,381 % | 3,112 % | 4,378 % | 5,240 % |
| 136 | 2,093 % | 3,031 % | 3,384 % | 3,117 % | 4,378 % | 5,235 % |
| 137 | 2,097 % | 3,036 % | 3,386 % | 3,122 % | 4,379 % | 5,229 % |
| 138 | 2,102 % | 3,041 % | 3,389 % | 3,126 % | 4,380 % | 5,224 % |
| 139 | 2,107 % | 3,046 % | 3,392 % | 3,131 % | 4,381 % | 5,219 % |
| 140 | 2,111 % | 3,051 % | 3,394 % | 3,135 % | 4,382 % | 5,214 % |
| 141 | 2,116 % | 3,056 % | 3,397 % | 3,140 % | 4,383 % | 5,208 % |
| 142 | 2,120 % | 3,061 % | 3,399 % | 3,144 % | 4,384 % | 5,203 % |
| 143 | 2,125 % | 3,066 % | 3,402 % | 3,148 % | 4,384 % | 5,199 % |
| 144 | 2,129 % | 3,071 % | 3,404 % | 3,152 % | 4,385 % | 5,194 % |
| 145 | 2,133 % | 3,075 % | 3,406 % | 3,156 % | 4,386 % | 5,189 % |
| 146 | 2,137 % | 3,080 % | 3,409 % | 3,160 % | 4,387 % | 5,184 % |
| 147 | 2,142 % | 3,084 % | 3,411 % | 3,164 % | 4,388 % | 5,179 % |
| 148 | 2,146 % | 3,089 % | 3,413 % | 3,168 % | 4,388 % | 5,175 % |
| 149 | 2,150 % | 3,093 % | 3,416 % | 3,172 % | 4,389 % | 5,170 % |
| 150 | 2,154 % | 3,098 % | 3,418 % | 3,176 % | 4,390 % | 5,166 % |
| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,411 % | 3,377 % | 4,173 % | 0,040 % | 0,035 % | 3,280 % |
| 2 | 0,370 % | 3,878 % | 4,126 % | 0,067 % | -0,002 % | 3,447 % |
| 3 | 0,370 % | 4,354 % | 4,235 % | 0,093 % | 0,018 % | 3,821 % |
| 4 | 0,396 % | 4,769 % | 4,423 % | 0,118 % | 0,068 % | 4,383 % |
| 5 | 0,441 % | 5,132 % | 4,598 % | 0,142 % | 0,135 % | 4,983 % |
| 6 | 0,501 % | 5,425 % | 4,833 % | 0,166 % | 0,213 % | 5,553 % |
| 7 | 0,561 % | 5,656 % | 5,075 % | 0,190 % | 0,297 % | 6,078 % |
| 8 | 0,614 % | 5,841 % | 5,279 % | 0,213 % | 0,378 % | 6,552 % |
| 9 | 0,657 % | 5,979 % | 5,455 % | 0,236 % | 0,455 % | 6,977 % |
| 10 | 0,687 % | 6,090 % | 5,617 % | 0,258 % | 0,527 % | 7,349 % |
| 11 | 0,705 % | 6,170 % | 5,771 % | 0,307 % | 0,583 % | 7,670 % |
| 12 | 0,721 % | 6,227 % | 5,917 % | 0,379 % | 0,626 % | 7,943 % |
| 13 | 0,741 % | 6,267 % | 6,052 % | 0,465 % | 0,664 % | 8,171 % |
| 14 | 0,771 % | 6,292 % | 6,175 % | 0,557 % | 0,699 % | 8,354 % |
| 15 | 0,812 % | 6,308 % | 6,285 % | 0,653 % | 0,735 % | 8,491 % |
| 16 | 0,866 % | 6,316 % | 6,381 % | 0,749 % | 0,773 % | 8,584 % |
| 17 | 0,928 % | 6,318 % | 6,464 % | 0,845 % | 0,814 % | 8,640 % |
| 18 | 0,996 % | 6,316 % | 6,531 % | 0,938 % | 0,859 % | 8,667 % |
| 19 | 1,067 % | 6,310 % | 6,583 % | 1,029 % | 0,908 % | 8,670 % |
| 20 | 1,139 % | 6,301 % | 6,619 % | 1,117 % | 0,963 % | 8,655 % |
| 21 | 1,211 % | 6,291 % | 6,638 % | 1,201 % | 1,022 % | 8,627 % |
| 22 | 1,282 % | 6,279 % | 6,644 % | 1,282 % | 1,085 % | 8,587 % |
| 23 | 1,352 % | 6,265 % | 6,639 % | 1,360 % | 1,150 % | 8,539 % |
| 24 | 1,420 % | 6,251 % | 6,626 % | 1,434 % | 1,215 % | 8,486 % |
| 25 | 1,486 % | 6,237 % | 6,606 % | 1,504 % | 1,280 % | 8,428 % |
| 26 | 1,550 % | 6,222 % | 6,582 % | 1,572 % | 1,345 % | 8,367 % |
| 27 | 1,612 % | 6,207 % | 6,553 % | 1,636 % | 1,408 % | 8,304 % |
| 28 | 1,671 % | 6,192 % | 6,522 % | 1,698 % | 1,469 % | 8,241 % |
| 29 | 1,729 % | 6,178 % | 6,490 % | 1,757 % | 1,529 % | 8,177 % |
| 30 | 1,783 % | 6,163 % | 6,455 % | 1,813 % | 1,587 % | 8,114 % |
| 31 | 1,836 % | 6,148 % | 6,420 % | 1,866 % | 1,643 % | 8,051 % |
| 32 | 1,886 % | 6,134 % | 6,385 % | 1,917 % | 1,697 % | 7,990 % |
| 33 | 1,935 % | 6,120 % | 6,350 % | 1,965 % | 1,749 % | 7,930 % |
| 34 | 1,981 % | 6,107 % | 6,315 % | 2,012 % | 1,800 % | 7,871 % |
| 35 | 2,026 % | 6,093 % | 6,281 % | 2,056 % | 1,848 % | 7,814 % |
| 36 | 2,068 % | 6,080 % | 6,247 % | 2,099 % | 1,894 % | 7,759 % |
| 37 | 2,109 % | 6,068 % | 6,214 % | 2,139 % | 1,939 % | 7,706 % |
| 38 | 2,148 % | 6,056 % | 6,181 % | 2,178 % | 1,982 % | 7,654 % |
| 39 | 2,186 % | 6,044 % | 6,150 % | 2,215 % | 2,023 % | 7,604 % |
| 40 | 2,222 % | 6,032 % | 6,119 % | 2,251 % | 2,062 % | 7,556 % |
| 41 | 2,257 % | 6,021 % | 6,090 % | 2,285 % | 2,101 % | 7,510 % |
| 42 | 2,290 % | 6,010 % | 6,061 % | 2,318 % | 2,137 % | 7,465 % |
| 43 | 2,322 % | 6,000 % | 6,033 % | 2,349 % | 2,172 % | 7,422 % |
| 44 | 2,352 % | 5,990 % | 6,006 % | 2,380 % | 2,206 % | 7,380 % |
| 45 | 2,382 % | 5,980 % | 5,980 % | 2,409 % | 2,238 % | 7,340 % |
| 46 | 2,410 % | 5,971 % | 5,955 % | 2,437 % | 2,270 % | 7,302 % |
| 47 | 2,437 % | 5,962 % | 5,931 % | 2,463 % | 2,300 % | 7,265 % |
| 48 | 2,464 % | 5,953 % | 5,907 % | 2,489 % | 2,329 % | 7,229 % |
| 49 | 2,489 % | 5,944 % | 5,885 % | 2,514 % | 2,357 % | 7,195 % |
| 50 | 2,513 % | 5,936 % | 5,863 % | 2,538 % | 2,384 % | 7,162 % |
| 51 | 2,537 % | 5,928 % | 5,842 % | 2,561 % | 2,410 % | 7,130 % |
| 52 | 2,560 % | 5,920 % | 5,821 % | 2,583 % | 2,435 % | 7,099 % |
| 53 | 2,581 % | 5,913 % | 5,801 % | 2,605 % | 2,459 % | 7,069 % |
| 54 | 2,603 % | 5,905 % | 5,782 % | 2,625 % | 2,482 % | 7,040 % |
| 55 | 2,623 % | 5,898 % | 5,764 % | 2,645 % | 2,505 % | 7,012 % |
| 56 | 2,643 % | 5,891 % | 5,746 % | 2,665 % | 2,527 % | 6,985 % |
| 57 | 2,662 % | 5,885 % | 5,729 % | 2,683 % | 2,548 % | 6,960 % |
| 58 | 2,680 % | 5,878 % | 5,712 % | 2,701 % | 2,568 % | 6,934 % |
| 59 | 2,698 % | 5,872 % | 5,696 % | 2,719 % | 2,588 % | 6,910 % |
| 60 | 2,715 % | 5,866 % | 5,680 % | 2,736 % | 2,607 % | 6,887 % |
| 61 | 2,732 % | 5,860 % | 5,665 % | 2,752 % | 2,625 % | 6,864 % |
| 62 | 2,748 % | 5,855 % | 5,650 % | 2,768 % | 2,643 % | 6,842 % |
| 63 | 2,764 % | 5,849 % | 5,636 % | 2,783 % | 2,661 % | 6,821 % |
| 64 | 2,779 % | 5,844 % | 5,622 % | 2,798 % | 2,677 % | 6,800 % |
| 65 | 2,794 % | 5,839 % | 5,609 % | 2,813 % | 2,694 % | 6,780 % |
| 66 | 2,808 % | 5,834 % | 5,596 % | 2,827 % | 2,710 % | 6,761 % |
| 67 | 2,822 % | 5,829 % | 5,583 % | 2,841 % | 2,725 % | 6,742 % |
| 68 | 2,836 % | 5,824 % | 5,571 % | 2,854 % | 2,740 % | 6,723 % |
| 69 | 2,849 % | 5,819 % | 5,559 % | 2,867 % | 2,754 % | 6,706 % |
| 70 | 2,862 % | 5,815 % | 5,548 % | 2,879 % | 2,769 % | 6,688 % |
| 71 | 2,874 % | 5,810 % | 5,536 % | 2,891 % | 2,782 % | 6,672 % |
| 72 | 2,886 % | 5,806 % | 5,525 % | 2,903 % | 2,796 % | 6,655 % |
| 73 | 2,898 % | 5,802 % | 5,515 % | 2,915 % | 2,809 % | 6,639 % |
| 74 | 2,909 % | 5,798 % | 5,505 % | 2,926 % | 2,821 % | 6,624 % |
| 75 | 2,920 % | 5,794 % | 5,494 % | 2,937 % | 2,834 % | 6,609 % |
| 76 | 2,931 % | 5,790 % | 5,485 % | 2,947 % | 2,845 % | 6,594 % |
| 77 | 2,942 % | 5,786 % | 5,475 % | 2,958 % | 2,857 % | 6,580 % |
| 78 | 2,952 % | 5,783 % | 5,466 % | 2,968 % | 2,869 % | 6,566 % |
| 79 | 2,962 % | 5,779 % | 5,457 % | 2,978 % | 2,880 % | 6,552 % |
| 80 | 2,972 % | 5,776 % | 5,448 % | 2,987 % | 2,890 % | 6,539 % |
| 81 | 2,982 % | 5,772 % | 5,439 % | 2,997 % | 2,901 % | 6,526 % |
| 82 | 2,991 % | 5,769 % | 5,431 % | 3,006 % | 2,911 % | 6,514 % |
| 83 | 3,000 % | 5,766 % | 5,423 % | 3,015 % | 2,921 % | 6,502 % |
| 84 | 3,009 % | 5,763 % | 5,414 % | 3,024 % | 2,931 % | 6,490 % |
| 85 | 3,018 % | 5,759 % | 5,407 % | 3,032 % | 2,941 % | 6,478 % |
| 86 | 3,026 % | 5,756 % | 5,399 % | 3,040 % | 2,950 % | 6,466 % |
| 87 | 3,034 % | 5,754 % | 5,392 % | 3,048 % | 2,959 % | 6,455 % |
| 88 | 3,042 % | 5,751 % | 5,384 % | 3,056 % | 2,968 % | 6,444 % |
| 89 | 3,050 % | 5,748 % | 5,377 % | 3,064 % | 2,977 % | 6,434 % |
| 90 | 3,058 % | 5,745 % | 5,370 % | 3,072 % | 2,986 % | 6,423 % |
| 91 | 3,066 % | 5,742 % | 5,363 % | 3,079 % | 2,994 % | 6,413 % |
| 92 | 3,073 % | 5,740 % | 5,357 % | 3,086 % | 3,002 % | 6,403 % |
| 93 | 3,080 % | 5,737 % | 5,350 % | 3,094 % | 3,010 % | 6,393 % |
| 94 | 3,087 % | 5,735 % | 5,344 % | 3,101 % | 3,018 % | 6,384 % |
| 95 | 3,094 % | 5,732 % | 5,337 % | 3,107 % | 3,026 % | 6,375 % |
| 96 | 3,101 % | 5,730 % | 5,331 % | 3,114 % | 3,033 % | 6,365 % |
| 97 | 3,108 % | 5,727 % | 5,325 % | 3,121 % | 3,041 % | 6,356 % |
| 98 | 3,114 % | 5,725 % | 5,319 % | 3,127 % | 3,048 % | 6,348 % |
| 99 | 3,121 % | 5,723 % | 5,314 % | 3,133 % | 3,055 % | 6,339 % |
| 100 | 3,127 % | 5,721 % | 5,308 % | 3,139 % | 3,062 % | 6,331 % |
| 101 | 3,133 % | 5,718 % | 5,302 % | 3,145 % | 3,069 % | 6,322 % |
| 102 | 3,139 % | 5,716 % | 5,297 % | 3,151 % | 3,075 % | 6,314 % |
| 103 | 3,145 % | 5,714 % | 5,292 % | 3,157 % | 3,082 % | 6,306 % |
| 104 | 3,151 % | 5,712 % | 5,286 % | 3,163 % | 3,088 % | 6,299 % |
| 105 | 3,157 % | 5,710 % | 5,281 % | 3,168 % | 3,094 % | 6,291 % |
| 106 | 3,162 % | 5,708 % | 5,276 % | 3,174 % | 3,101 % | 6,283 % |
| 107 | 3,168 % | 5,706 % | 5,271 % | 3,179 % | 3,107 % | 6,276 % |
| 108 | 3,173 % | 5,704 % | 5,266 % | 3,184 % | 3,113 % | 6,269 % |
| 109 | 3,178 % | 5,702 % | 5,262 % | 3,190 % | 3,118 % | 6,262 % |
| 110 | 3,183 % | 5,701 % | 5,257 % | 3,195 % | 3,124 % | 6,255 % |
| 111 | 3,189 % | 5,699 % | 5,252 % | 3,200 % | 3,130 % | 6,248 % |
| 112 | 3,194 % | 5,697 % | 5,248 % | 3,205 % | 3,135 % | 6,241 % |
| 113 | 3,198 % | 5,695 % | 5,244 % | 3,209 % | 3,141 % | 6,235 % |
| 114 | 3,203 % | 5,693 % | 5,239 % | 3,214 % | 3,146 % | 6,228 % |
| 115 | 3,208 % | 5,692 % | 5,235 % | 3,219 % | 3,151 % | 6,222 % |
| 116 | 3,213 % | 5,690 % | 5,231 % | 3,223 % | 3,156 % | 6,216 % |
| 117 | 3,217 % | 5,689 % | 5,227 % | 3,228 % | 3,161 % | 6,210 % |
| 118 | 3,222 % | 5,687 % | 5,223 % | 3,232 % | 3,166 % | 6,203 % |
| 119 | 3,226 % | 5,685 % | 5,219 % | 3,237 % | 3,171 % | 6,198 % |
| 120 | 3,231 % | 5,684 % | 5,215 % | 3,241 % | 3,176 % | 6,192 % |
| 121 | 3,235 % | 5,682 % | 5,211 % | 3,245 % | 3,181 % | 6,186 % |
| 122 | 3,239 % | 5,681 % | 5,207 % | 3,249 % | 3,186 % | 6,180 % |
| 123 | 3,243 % | 5,679 % | 5,203 % | 3,253 % | 3,190 % | 6,175 % |
| 124 | 3,247 % | 5,678 % | 5,200 % | 3,257 % | 3,195 % | 6,169 % |
| 125 | 3,251 % | 5,676 % | 5,196 % | 3,261 % | 3,199 % | 6,164 % |
| 126 | 3,255 % | 5,675 % | 5,193 % | 3,265 % | 3,203 % | 6,159 % |
| 127 | 3,259 % | 5,674 % | 5,189 % | 3,269 % | 3,208 % | 6,153 % |
| 128 | 3,263 % | 5,672 % | 5,186 % | 3,273 % | 3,212 % | 6,148 % |
| 129 | 3,267 % | 5,671 % | 5,182 % | 3,276 % | 3,216 % | 6,143 % |
| 130 | 3,270 % | 5,670 % | 5,179 % | 3,280 % | 3,220 % | 6,138 % |
| 131 | 3,274 % | 5,668 % | 5,176 % | 3,284 % | 3,224 % | 6,133 % |
| 132 | 3,278 % | 5,667 % | 5,172 % | 3,287 % | 3,228 % | 6,129 % |
| 133 | 3,281 % | 5,666 % | 5,169 % | 3,291 % | 3,232 % | 6,124 % |
| 134 | 3,285 % | 5,665 % | 5,166 % | 3,294 % | 3,236 % | 6,119 % |
| 135 | 3,288 % | 5,663 % | 5,163 % | 3,297 % | 3,240 % | 6,115 % |
| 136 | 3,292 % | 5,662 % | 5,160 % | 3,301 % | 3,243 % | 6,110 % |
| 137 | 3,295 % | 5,661 % | 5,157 % | 3,304 % | 3,247 % | 6,106 % |
| 138 | 3,298 % | 5,660 % | 5,154 % | 3,307 % | 3,251 % | 6,101 % |
| 139 | 3,301 % | 5,659 % | 5,151 % | 3,310 % | 3,254 % | 6,097 % |
| 140 | 3,305 % | 5,658 % | 5,148 % | 3,313 % | 3,258 % | 6,093 % |
| 141 | 3,308 % | 5,656 % | 5,145 % | 3,317 % | 3,261 % | 6,088 % |
| 142 | 3,311 % | 5,655 % | 5,143 % | 3,320 % | 3,265 % | 6,084 % |
| 143 | 3,314 % | 5,654 % | 5,140 % | 3,323 % | 3,268 % | 6,080 % |
| 144 | 3,317 % | 5,653 % | 5,137 % | 3,326 % | 3,272 % | 6,076 % |
| 145 | 3,320 % | 5,652 % | 5,134 % | 3,328 % | 3,275 % | 6,072 % |
| 146 | 3,323 % | 5,651 % | 5,132 % | 3,331 % | 3,278 % | 6,068 % |
| 147 | 3,326 % | 5,650 % | 5,129 % | 3,334 % | 3,281 % | 6,064 % |
| 148 | 3,329 % | 5,649 % | 5,127 % | 3,337 % | 3,284 % | 6,061 % |
| 149 | 3,331 % | 5,648 % | 5,124 % | 3,340 % | 3,288 % | 6,057 % |
| 150 | 3,334 % | 5,647 % | 5,122 % | 3,343 % | 3,291 % | 6,053 % |
| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,140 % | 1,792 % | 1,645 % | 3,942 % | -0,025 % | 0,421 % |
| 2 | 3,251 % | 1,843 % | 1,832 % | 4,203 % | 0,025 % | 0,451 % |
| 3 | 4,244 % | 1,914 % | 1,966 % | 4,464 % | 0,088 % | 0,481 % |
| 4 | 5,006 % | 1,996 % | 2,103 % | 4,701 % | 0,163 % | 0,504 % |
| 5 | 5,606 % | 2,083 % | 2,255 % | 4,934 % | 0,248 % | 0,516 % |
| 6 | 6,062 % | 2,174 % | 2,403 % | 5,138 % | 0,339 % | 0,525 % |
| 7 | 6,421 % | 2,264 % | 2,534 % | 5,318 % | 0,422 % | 0,544 % |
| 8 | 6,710 % | 2,352 % | 2,650 % | 5,477 % | 0,489 % | 0,576 % |
| 9 | 6,947 % | 2,437 % | 2,750 % | 5,616 % | 0,537 % | 0,598 % |
| 10 | 7,152 % | 2,518 % | 2,845 % | 5,737 % | 0,564 % | 0,595 % |
| 11 | 7,302 % | 2,595 % | 2,939 % | 5,844 % | 0,571 % | 0,563 % |
| 12 | 7,403 % | 2,669 % | 3,032 % | 5,939 % | 0,569 % | 0,516 % |
| 13 | 7,467 % | 2,739 % | 3,122 % | 6,019 % | 0,566 % | 0,466 % |
| 14 | 7,504 % | 2,805 % | 3,211 % | 6,083 % | 0,564 % | 0,423 % |
| 15 | 7,520 % | 2,868 % | 3,301 % | 6,129 % | 0,568 % | 0,389 % |
| 16 | 7,521 % | 2,927 % | 3,393 % | 6,158 % | 0,580 % | 0,368 % |
| 17 | 7,509 % | 2,983 % | 3,484 % | 6,173 % | 0,599 % | 0,361 % |
| 18 | 7,489 % | 3,036 % | 3,569 % | 6,176 % | 0,627 % | 0,368 % |
| 19 | 7,462 % | 3,086 % | 3,647 % | 6,170 % | 0,664 % | 0,389 % |
| 20 | 7,430 % | 3,133 % | 3,715 % | 6,157 % | 0,710 % | 0,424 % |
| 21 | 7,394 % | 3,178 % | 3,770 % | 6,139 % | 0,766 % | 0,474 % |
| 22 | 7,356 % | 3,221 % | 3,816 % | 6,118 % | 0,827 % | 0,533 % |
| 23 | 7,316 % | 3,261 % | 3,852 % | 6,094 % | 0,893 % | 0,599 % |
| 24 | 7,275 % | 3,299 % | 3,882 % | 6,067 % | 0,960 % | 0,669 % |
| 25 | 7,234 % | 3,336 % | 3,905 % | 6,039 % | 1,029 % | 0,742 % |
| 26 | 7,193 % | 3,371 % | 3,924 % | 6,011 % | 1,097 % | 0,815 % |
| 27 | 7,152 % | 3,403 % | 3,939 % | 5,981 % | 1,165 % | 0,888 % |
| 28 | 7,112 % | 3,435 % | 3,951 % | 5,952 % | 1,231 % | 0,960 % |
| 29 | 7,073 % | 3,465 % | 3,959 % | 5,923 % | 1,296 % | 1,030 % |
| 30 | 7,034 % | 3,493 % | 3,966 % | 5,894 % | 1,359 % | 1,100 % |
| 31 | 6,996 % | 3,520 % | 3,971 % | 5,865 % | 1,420 % | 1,167 % |
| 32 | 6,960 % | 3,546 % | 3,974 % | 5,837 % | 1,480 % | 1,232 % |
| 33 | 6,924 % | 3,571 % | 3,976 % | 5,810 % | 1,537 % | 1,295 % |
| 34 | 6,890 % | 3,595 % | 3,976 % | 5,783 % | 1,592 % | 1,356 % |
| 35 | 6,856 % | 3,617 % | 3,976 % | 5,757 % | 1,645 % | 1,415 % |
| 36 | 6,824 % | 3,639 % | 3,976 % | 5,732 % | 1,697 % | 1,472 % |
| 37 | 6,793 % | 3,659 % | 3,974 % | 5,707 % | 1,746 % | 1,527 % |
| 38 | 6,763 % | 3,679 % | 3,973 % | 5,683 % | 1,793 % | 1,579 % |
| 39 | 6,734 % | 3,698 % | 3,970 % | 5,660 % | 1,839 % | 1,630 % |
| 40 | 6,707 % | 3,717 % | 3,968 % | 5,638 % | 1,882 % | 1,678 % |
| 41 | 6,680 % | 3,734 % | 3,965 % | 5,616 % | 1,925 % | 1,725 % |
| 42 | 6,654 % | 3,751 % | 3,962 % | 5,596 % | 1,965 % | 1,770 % |
| 43 | 6,629 % | 3,767 % | 3,960 % | 5,576 % | 2,004 % | 1,813 % |
| 44 | 6,605 % | 3,782 % | 3,957 % | 5,556 % | 2,041 % | 1,854 % |
| 45 | 6,582 % | 3,797 % | 3,953 % | 5,538 % | 2,077 % | 1,894 % |
| 46 | 6,560 % | 3,812 % | 3,950 % | 5,519 % | 2,112 % | 1,933 % |
| 47 | 6,538 % | 3,826 % | 3,947 % | 5,502 % | 2,145 % | 1,970 % |
| 48 | 6,517 % | 3,839 % | 3,944 % | 5,485 % | 2,177 % | 2,005 % |
| 49 | 6,497 % | 3,852 % | 3,941 % | 5,469 % | 2,208 % | 2,040 % |
| 50 | 6,478 % | 3,864 % | 3,938 % | 5,453 % | 2,238 % | 2,073 % |
| 51 | 6,460 % | 3,876 % | 3,935 % | 5,438 % | 2,267 % | 2,105 % |
| 52 | 6,442 % | 3,888 % | 3,932 % | 5,423 % | 2,295 % | 2,136 % |
| 53 | 6,424 % | 3,899 % | 3,929 % | 5,409 % | 2,321 % | 2,165 % |
| 54 | 6,408 % | 3,909 % | 3,926 % | 5,396 % | 2,347 % | 2,194 % |
| 55 | 6,391 % | 3,920 % | 3,923 % | 5,382 % | 2,372 % | 2,222 % |
| 56 | 6,376 % | 3,930 % | 3,920 % | 5,370 % | 2,396 % | 2,248 % |
| 57 | 6,361 % | 3,940 % | 3,918 % | 5,357 % | 2,420 % | 2,274 % |
| 58 | 6,346 % | 3,949 % | 3,915 % | 5,345 % | 2,442 % | 2,299 % |
| 59 | 6,332 % | 3,958 % | 3,912 % | 5,334 % | 2,464 % | 2,324 % |
| 60 | 6,318 % | 3,967 % | 3,910 % | 5,322 % | 2,485 % | 2,347 % |
| 61 | 6,305 % | 3,976 % | 3,907 % | 5,311 % | 2,506 % | 2,370 % |
| 62 | 6,292 % | 3,984 % | 3,905 % | 5,301 % | 2,525 % | 2,392 % |
| 63 | 6,279 % | 3,992 % | 3,903 % | 5,291 % | 2,545 % | 2,413 % |
| 64 | 6,267 % | 4,000 % | 3,900 % | 5,281 % | 2,563 % | 2,434 % |
| 65 | 6,255 % | 4,007 % | 3,898 % | 5,271 % | 2,581 % | 2,454 % |
| 66 | 6,244 % | 4,015 % | 3,896 % | 5,262 % | 2,599 % | 2,473 % |
| 67 | 6,233 % | 4,022 % | 3,894 % | 5,253 % | 2,616 % | 2,492 % |
| 68 | 6,222 % | 4,029 % | 3,892 % | 5,244 % | 2,632 % | 2,510 % |
| 69 | 6,212 % | 4,035 % | 3,890 % | 5,235 % | 2,648 % | 2,528 % |
| 70 | 6,202 % | 4,042 % | 3,888 % | 5,227 % | 2,664 % | 2,545 % |
| 71 | 6,192 % | 4,048 % | 3,886 % | 5,219 % | 2,679 % | 2,562 % |
| 72 | 6,182 % | 4,055 % | 3,884 % | 5,211 % | 2,694 % | 2,579 % |
| 73 | 6,173 % | 4,061 % | 3,882 % | 5,203 % | 2,708 % | 2,595 % |
| 74 | 6,164 % | 4,066 % | 3,881 % | 5,196 % | 2,722 % | 2,610 % |
| 75 | 6,155 % | 4,072 % | 3,879 % | 5,189 % | 2,736 % | 2,625 % |
| 76 | 6,146 % | 4,078 % | 3,877 % | 5,181 % | 2,749 % | 2,640 % |
| 77 | 6,138 % | 4,083 % | 3,876 % | 5,175 % | 2,762 % | 2,654 % |
| 78 | 6,130 % | 4,089 % | 3,874 % | 5,168 % | 2,775 % | 2,668 % |
| 79 | 6,122 % | 4,094 % | 3,872 % | 5,161 % | 2,787 % | 2,682 % |
| 80 | 6,114 % | 4,099 % | 3,871 % | 5,155 % | 2,799 % | 2,695 % |
| 81 | 6,106 % | 4,104 % | 3,869 % | 5,149 % | 2,811 % | 2,708 % |
| 82 | 6,099 % | 4,109 % | 3,868 % | 5,143 % | 2,822 % | 2,721 % |
| 83 | 6,092 % | 4,113 % | 3,867 % | 5,137 % | 2,833 % | 2,733 % |
| 84 | 6,085 % | 4,118 % | 3,865 % | 5,131 % | 2,844 % | 2,745 % |
| 85 | 6,078 % | 4,122 % | 3,864 % | 5,125 % | 2,855 % | 2,757 % |
| 86 | 6,071 % | 4,127 % | 3,862 % | 5,120 % | 2,865 % | 2,768 % |
| 87 | 6,064 % | 4,131 % | 3,861 % | 5,114 % | 2,875 % | 2,779 % |
| 88 | 6,058 % | 4,135 % | 3,860 % | 5,109 % | 2,885 % | 2,790 % |
| 89 | 6,052 % | 4,139 % | 3,859 % | 5,104 % | 2,895 % | 2,801 % |
| 90 | 6,046 % | 4,143 % | 3,857 % | 5,099 % | 2,904 % | 2,812 % |
| 91 | 6,040 % | 4,147 % | 3,856 % | 5,094 % | 2,913 % | 2,822 % |
| 92 | 6,034 % | 4,151 % | 3,855 % | 5,089 % | 2,922 % | 2,832 % |
| 93 | 6,028 % | 4,155 % | 3,854 % | 5,084 % | 2,931 % | 2,842 % |
| 94 | 6,022 % | 4,158 % | 3,853 % | 5,080 % | 2,940 % | 2,851 % |
| 95 | 6,017 % | 4,162 % | 3,852 % | 5,075 % | 2,948 % | 2,861 % |
| 96 | 6,011 % | 4,165 % | 3,851 % | 5,071 % | 2,957 % | 2,870 % |
| 97 | 6,006 % | 4,169 % | 3,850 % | 5,066 % | 2,965 % | 2,879 % |
| 98 | 6,001 % | 4,172 % | 3,849 % | 5,062 % | 2,973 % | 2,888 % |
| 99 | 5,996 % | 4,176 % | 3,848 % | 5,058 % | 2,981 % | 2,897 % |
| 100 | 5,991 % | 4,179 % | 3,847 % | 5,054 % | 2,988 % | 2,905 % |
| 101 | 5,986 % | 4,182 % | 3,846 % | 5,050 % | 2,996 % | 2,913 % |
| 102 | 5,981 % | 4,185 % | 3,845 % | 5,046 % | 3,003 % | 2,922 % |
| 103 | 5,977 % | 4,188 % | 3,844 % | 5,042 % | 3,011 % | 2,930 % |
| 104 | 5,972 % | 4,191 % | 3,843 % | 5,038 % | 3,018 % | 2,937 % |
| 105 | 5,967 % | 4,194 % | 3,842 % | 5,035 % | 3,025 % | 2,945 % |
| 106 | 5,963 % | 4,197 % | 3,841 % | 5,031 % | 3,031 % | 2,953 % |
| 107 | 5,959 % | 4,200 % | 3,840 % | 5,027 % | 3,038 % | 2,960 % |
| 108 | 5,954 % | 4,203 % | 3,840 % | 5,024 % | 3,045 % | 2,967 % |
| 109 | 5,950 % | 4,205 % | 3,839 % | 5,020 % | 3,051 % | 2,975 % |
| 110 | 5,946 % | 4,208 % | 3,838 % | 5,017 % | 3,057 % | 2,982 % |
| 111 | 5,942 % | 4,211 % | 3,837 % | 5,014 % | 3,064 % | 2,989 % |
| 112 | 5,938 % | 4,213 % | 3,836 % | 5,010 % | 3,070 % | 2,995 % |
| 113 | 5,934 % | 4,216 % | 3,836 % | 5,007 % | 3,076 % | 3,002 % |
| 114 | 5,931 % | 4,218 % | 3,835 % | 5,004 % | 3,082 % | 3,009 % |
| 115 | 5,927 % | 4,221 % | 3,834 % | 5,001 % | 3,087 % | 3,015 % |
| 116 | 5,923 % | 4,223 % | 3,833 % | 4,998 % | 3,093 % | 3,021 % |
| 117 | 5,919 % | 4,225 % | 3,833 % | 4,995 % | 3,099 % | 3,027 % |
| 118 | 5,916 % | 4,228 % | 3,832 % | 4,992 % | 3,104 % | 3,034 % |
| 119 | 5,912 % | 4,230 % | 3,831 % | 4,989 % | 3,110 % | 3,040 % |
| 120 | 5,909 % | 4,232 % | 3,831 % | 4,986 % | 3,115 % | 3,045 % |
| 121 | 5,906 % | 4,234 % | 3,830 % | 4,984 % | 3,120 % | 3,051 % |
| 122 | 5,902 % | 4,237 % | 3,829 % | 4,981 % | 3,125 % | 3,057 % |
| 123 | 5,899 % | 4,239 % | 3,829 % | 4,978 % | 3,130 % | 3,063 % |
| 124 | 5,896 % | 4,241 % | 3,828 % | 4,975 % | 3,135 % | 3,068 % |
| 125 | 5,893 % | 4,243 % | 3,827 % | 4,973 % | 3,140 % | 3,074 % |
| 126 | 5,889 % | 4,245 % | 3,827 % | 4,970 % | 3,145 % | 3,079 % |
| 127 | 5,886 % | 4,247 % | 3,826 % | 4,968 % | 3,150 % | 3,084 % |
| 128 | 5,883 % | 4,249 % | 3,826 % | 4,965 % | 3,155 % | 3,089 % |
| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
|---|---|---|---|---|---|---|
| 129 | 5,880 % | 4,251 % | 3,825 % | 4,963 % | 3,159 % | 3,094 % |
| 130 | 5,877 % | 4,253 % | 3,824 % | 4,960 % | 3,164 % | 3,099 % |
| 131 | 5,875 % | 4,255 % | 3,824 % | 4,958 % | 3,168 % | 3,104 % |
| 132 | 5,872 % | 4,257 % | 3,823 % | 4,956 % | 3,173 % | 3,109 % |
| 133 | 5,869 % | 4,258 % | 3,823 % | 4,953 % | 3,177 % | 3,114 % |
| 134 | 5,866 % | 4,260 % | 3,822 % | 4,951 % | 3,181 % | 3,119 % |
| 135 | 5,863 % | 4,262 % | 3,822 % | 4,949 % | 3,185 % | 3,124 % |
| 136 | 5,861 % | 4,264 % | 3,821 % | 4,947 % | 3,189 % | 3,128 % |
| 137 | 5,858 % | 4,265 % | 3,821 % | 4,945 % | 3,194 % | 3,133 % |
| 138 | 5,856 % | 4,267 % | 3,820 % | 4,942 % | 3,198 % | 3,137 % |
| 139 | 5,853 % | 4,269 % | 3,820 % | 4,940 % | 3,202 % | 3,141 % |
| 140 | 5,850 % | 4,270 % | 3,819 % | 4,938 % | 3,205 % | 3,146 % |
| 141 | 5,848 % | 4,272 % | 3,819 % | 4,936 % | 3,209 % | 3,150 % |
| 142 | 5,845 % | 4,274 % | 3,818 % | 4,934 % | 3,213 % | 3,154 % |
| 143 | 5,843 % | 4,275 % | 3,818 % | 4,932 % | 3,217 % | 3,158 % |
| 144 | 5,841 % | 4,277 % | 3,817 % | 4,930 % | 3,221 % | 3,163 % |
| 145 | 5,838 % | 4,278 % | 3,817 % | 4,928 % | 3,224 % | 3,167 % |
| 146 | 5,836 % | 4,280 % | 3,816 % | 4,926 % | 3,228 % | 3,171 % |
| 147 | 5,834 % | 4,281 % | 3,816 % | 4,925 % | 3,231 % | 3,175 % |
| 148 | 5,831 % | 4,283 % | 3,815 % | 4,923 % | 3,235 % | 3,178 % |
| 149 | 5,829 % | 4,284 % | 3,815 % | 4,921 % | 3,238 % | 3,182 % |
| 150 | 5,827 % | 4,286 % | 3,814 % | 4,919 % | 3,242 % | 3,186 % |
| Term to maturity (in years) | Turkish lira | US dollar | Yen | |||
| --- | --- | --- | --- | |||
| 1 | 8,466 % | 0,062 % | -0,116 % | |||
| 2 | 9,188 % | 0,024 % | -0,122 % | |||
| 3 | 9,694 % | 0,032 % | -0,127 % | |||
| 4 | 10,213 % | 0,067 % | -0,125 % | |||
| 5 | 10,732 % | 0,126 % | -0,119 % | |||
| 6 | 11,234 % | 0,196 % | -0,108 % | |||
| 7 | 11,754 % | 0,262 % | -0,093 % | |||
| 8 | 12,303 % | 0,332 % | -0,074 % | |||
| 9 | 12,798 % | 0,391 % | -0,053 % | |||
| 10 | 13,156 % | 0,443 % | -0,030 % | |||
| 11 | 13,389 % | 0,489 % | -0,007 % | |||
| 12 | 13,528 % | 0,528 % | 0,015 % | |||
| 13 | 13,592 % | 0,560 % | 0,037 % | |||
| 14 | 13,598 % | 0,588 % | 0,059 % | |||
| 15 | 13,557 % | 0,612 % | 0,083 % | |||
| 16 | 13,479 % | 0,635 % | 0,108 % | |||
| 17 | 13,372 % | 0,656 % | 0,131 % | |||
| 18 | 13,243 % | 0,674 % | 0,150 % | |||
| 19 | 13,095 % | 0,688 % | 0,163 % | |||
| 20 | 12,935 % | 0,697 % | 0,168 % | |||
| 21 | 12,766 % | 0,703 % | 0,167 % | |||
| 22 | 12,591 % | 0,707 % | 0,162 % | |||
| 23 | 12,413 % | 0,710 % | 0,157 % | |||
| 24 | 12,234 % | 0,715 % | 0,155 % | |||
| 25 | 12,055 % | 0,723 % | 0,156 % | |||
| 26 | 11,878 % | 0,732 % | 0,163 % | |||
| 27 | 11,705 % | 0,740 % | 0,176 % | |||
| 28 | 11,535 % | 0,745 % | 0,195 % | |||
| 29 | 11,370 % | 0,743 % | 0,221 % | |||
| 30 | 11,209 % | 0,732 % | 0,255 % | |||
| 31 | 11,054 % | 0,713 % | 0,296 % | |||
| 32 | 10,904 % | 0,689 % | 0,343 % | |||
| 33 | 10,760 % | 0,661 % | 0,394 % | |||
| 34 | 10,622 % | 0,633 % | 0,447 % | |||
| 35 | 10,488 % | 0,607 % | 0,503 % | |||
| 36 | 10,360 % | 0,582 % | 0,558 % | |||
| 37 | 10,237 % | 0,561 % | 0,615 % | |||
| 38 | 10,120 % | 0,543 % | 0,671 % | |||
| 39 | 10,007 % | 0,528 % | 0,726 % | |||
| 40 | 9,898 % | 0,517 % | 0,781 % | |||
| 41 | 9,794 % | 0,511 % | 0,835 % | |||
| 42 | 9,695 % | 0,508 % | 0,888 % | |||
| 43 | 9,599 % | 0,509 % | 0,939 % | |||
| 44 | 9,508 % | 0,513 % | 0,989 % | |||
| 45 | 9,420 % | 0,522 % | 1,038 % | |||
| 46 | 9,335 % | 0,534 % | 1,086 % | |||
| 47 | 9,254 % | 0,549 % | 1,132 % | |||
| 48 | 9,176 % | 0,568 % | 1,177 % | |||
| 49 | 9,101 % | 0,590 % | 1,220 % | |||
| 50 | 9,029 % | 0,616 % | 1,263 % | |||
| 51 | 8,960 % | 0,646 % | 1,303 % | |||
| 52 | 8,893 % | 0,679 % | 1,343 % | |||
| 53 | 8,829 % | 0,713 % | 1,382 % | |||
| 54 | 8,767 % | 0,749 % | 1,419 % | |||
| 55 | 8,707 % | 0,786 % | 1,455 % | |||
| 56 | 8,649 % | 0,824 % | 1,490 % | |||
| 57 | 8,593 % | 0,863 % | 1,524 % | |||
| 58 | 8,539 % | 0,901 % | 1,557 % | |||
| 59 | 8,487 % | 0,940 % | 1,588 % | |||
| 60 | 8,437 % | 0,978 % | 1,619 % | |||
| 61 | 8,389 % | 1,016 % | 1,649 % | |||
| 62 | 8,341 % | 1,053 % | 1,678 % | |||
| 63 | 8,296 % | 1,091 % | 1,707 % | |||
| 64 | 8,252 % | 1,127 % | 1,734 % | |||
| 65 | 8,209 % | 1,163 % | 1,761 % | |||
| 66 | 8,167 % | 1,199 % | 1,787 % | |||
| 67 | 8,127 % | 1,233 % | 1,812 % | |||
| 68 | 8,088 % | 1,267 % | 1,836 % | |||
| 69 | 8,050 % | 1,301 % | 1,860 % | |||
| 70 | 8,013 % | 1,333 % | 1,883 % | |||
| 71 | 7,978 % | 1,365 % | 1,905 % | |||
| 72 | 7,943 % | 1,397 % | 1,927 % | |||
| 73 | 7,909 % | 1,427 % | 1,949 % | |||
| 74 | 7,876 % | 1,457 % | 1,969 % | |||
| 75 | 7,844 % | 1,487 % | 1,989 % | |||
| 76 | 7,813 % | 1,515 % | 2,009 % | |||
| 77 | 7,783 % | 1,543 % | 2,028 % | |||
| 78 | 7,753 % | 1,571 % | 2,047 % | |||
| 79 | 7,724 % | 1,597 % | 2,065 % | |||
| 80 | 7,696 % | 1,624 % | 2,083 % | |||
| 81 | 7,669 % | 1,649 % | 2,100 % | |||
| 82 | 7,642 % | 1,674 % | 2,117 % | |||
| 83 | 7,616 % | 1,699 % | 2,134 % | |||
| 84 | 7,591 % | 1,722 % | 2,150 % | |||
| 85 | 7,566 % | 1,746 % | 2,166 % | |||
| 86 | 7,541 % | 1,769 % | 2,181 % | |||
| 87 | 7,518 % | 1,791 % | 2,196 % | |||
| 88 | 7,495 % | 1,813 % | 2,211 % | |||
| 89 | 7,472 % | 1,834 % | 2,225 % | |||
| 90 | 7,450 % | 1,855 % | 2,239 % | |||
| 91 | 7,428 % | 1,876 % | 2,253 % | |||
| 92 | 7,407 % | 1,896 % | 2,266 % | |||
| 93 | 7,386 % | 1,916 % | 2,280 % | |||
| 94 | 7,366 % | 1,935 % | 2,293 % | |||
| 95 | 7,346 % | 1,954 % | 2,305 % | |||
| 96 | 7,327 % | 1,972 % | 2,318 % | |||
| 97 | 7,308 % | 1,990 % | 2,330 % | |||
| 98 | 7,289 % | 2,008 % | 2,342 % | |||
| 99 | 7,271 % | 2,026 % | 2,353 % | |||
| 100 | 7,253 % | 2,043 % | 2,365 % | |||
| 101 | 7,236 % | 2,059 % | 2,376 % | |||
| 102 | 7,219 % | 2,076 % | 2,387 % | |||
| 103 | 7,202 % | 2,092 % | 2,397 % | |||
| 104 | 7,185 % | 2,108 % | 2,408 % | |||
| 105 | 7,169 % | 2,123 % | 2,418 % | |||
| 106 | 7,153 % | 2,138 % | 2,429 % | |||
| 107 | 7,138 % | 2,153 % | 2,438 % | |||
| 108 | 7,122 % | 2,168 % | 2,448 % | |||
| 109 | 7,107 % | 2,182 % | 2,458 % | |||
| 110 | 7,093 % | 2,197 % | 2,467 % | |||
| 111 | 7,078 % | 2,210 % | 2,477 % | |||
| 112 | 7,064 % | 2,224 % | 2,486 % | |||
| 113 | 7,050 % | 2,237 % | 2,495 % | |||
| 114 | 7,036 % | 2,251 % | 2,503 % | |||
| 115 | 7,023 % | 2,264 % | 2,512 % | |||
| 116 | 7,010 % | 2,276 % | 2,520 % | |||
| 117 | 6,997 % | 2,289 % | 2,529 % | |||
| 118 | 6,984 % | 2,301 % | 2,537 % | |||
| 119 | 6,971 % | 2,313 % | 2,545 % | |||
| 120 | 6,959 % | 2,325 % | 2,553 % | |||
| 121 | 6,947 % | 2,337 % | 2,561 % | |||
| 122 | 6,935 % | 2,348 % | 2,568 % | |||
| 123 | 6,923 % | 2,360 % | 2,576 % | |||
| 124 | 6,912 % | 2,371 % | 2,583 % | |||
| 125 | 6,900 % | 2,382 % | 2,591 % | |||
| 126 | 6,889 % | 2,392 % | 2,598 % | |||
| 127 | 6,878 % | 2,403 % | 2,605 % | |||
| 128 | 6,867 % | 2,414 % | 2,612 % | |||
| 129 | 6,857 % | 2,424 % | 2,619 % | |||
| 130 | 6,846 % | 2,434 % | 2,625 % | |||
| 131 | 6,836 % | 2,444 % | 2,632 % | |||
| 132 | 6,826 % | 2,454 % | 2,639 % | |||
| 133 | 6,816 % | 2,463 % | 2,645 % | |||
| 134 | 6,806 % | 2,473 % | 2,651 % | |||
| 135 | 6,796 % | 2,482 % | 2,658 % | |||
| 136 | 6,786 % | 2,492 % | 2,664 % | |||
| 137 | 6,777 % | 2,501 % | 2,670 % | |||
| 138 | 6,768 % | 2,510 % | 2,676 % | |||
| 139 | 6,758 % | 2,519 % | 2,682 % | |||
| 140 | 6,749 % | 2,527 % | 2,688 % | |||
| 141 | 6,740 % | 2,536 % | 2,693 % | |||
| 142 | 6,732 % | 2,545 % | 2,699 % | |||
| 143 | 6,723 % | 2,553 % | 2,705 % | |||
| 144 | 6,715 % | 2,561 % | 2,710 % | |||
| 145 | 6,706 % | 2,569 % | 2,716 % | |||
| 146 | 6,698 % | 2,577 % | 2,721 % | |||
| 147 | 6,690 % | 2,585 % | 2,726 % | |||
| 148 | 6,681 % | 2,593 % | 2,731 % | |||
| 149 | 6,674 % | 2,601 % | 2,737 % | |||
| 150 | 6,666 % | 2,608 % | 2,742 % |
ANNEX II
Fundamental spreads for the calculation of the matching adjustment
The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.
1. Exposures to central governments and central banks
The fundamental spreads apply to exposures denominated in all currencies.
The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.
| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
|---|---|---|---|---|---|---|---|
| 1 | 0 | 0 | 31 | 5 | 0 | 25 | 1 |
| 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 |
| 3 | 0 | 1 | 44 | 5 | 1 | 46 | 0 |
| 4 | 0 | 2 | 47 | 5 | 3 | 47 | 0 |
| 5 | 0 | 4 | 51 | 5 | 4 | 50 | 0 |
| 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 |
| 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 |
| 8 | 2 | 6 | 58 | 5 | 11 | 53 | 0 |
| 9 | 3 | 7 | 60 | 5 | 12 | 51 | 0 |
| 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 |
| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 388 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 241 | 4 | 22 |
| 3 | 1 | 0 | 0 | 0 | 214 | 4 | 25 |
| 4 | 2 | 0 | 0 | 0 | 186 | 4 | 26 |
| 5 | 4 | 0 | 0 | 0 | 171 | 4 | 27 |
| 6 | 5 | 0 | 0 | 0 | 168 | 4 | 28 |
| 7 | 5 | 0 | 0 | 0 | 165 | 4 | 29 |
| 8 | 6 | 0 | 1 | 0 | 169 | 2 | 30 |
| 9 | 7 | 0 | 2 | 0 | 171 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 173 | 4 | 31 |
| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 |
| 2 | 14 | 11 | 11 | 0 | 22 | 0 | 4 |
| 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 |
| 4 | 22 | 16 | 17 | 0 | 26 | 0 | 4 |
| 5 | 24 | 18 | 19 | 0 | 27 | 0 | 4 |
| 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 |
| 7 | 27 | 21 | 22 | 0 | 29 | 0 | 4 |
| 8 | 28 | 22 | 23 | 1 | 30 | 0 | 4 |
| 9 | 30 | 23 | 24 | 2 | 30 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 31 | 0 | 4 |
| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 41 | 17 | 15 | 21 | 11 | 0 | 0 |
| 3 | 46 | 19 | 18 | 25 | 15 | 0 | 0 |
| 4 | 47 | 20 | 19 | 30 | 17 | 0 | 0 |
| 5 | 50 | 21 | 20 | 33 | 19 | 0 | 0 |
| 6 | 53 | 23 | 22 | 36 | 20 | 0 | 0 |
| 7 | 54 | 24 | 23 | 38 | 22 | 0 | 0 |
| 8 | 53 | 26 | 24 | 39 | 23 | 0 | 0 |
| 9 | 51 | 27 | 25 | 40 | 24 | 0 | 0 |
| 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 |
| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |
| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 29 | 0 | 10 | 0 | 0 | 10 |
| 4 | 2 | 36 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 38 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 |
| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 8 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 9 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 10 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 12 | 15 | 0 | 4 |
| 9 | 0 | 17 | 0 | 12 | 15 | 0 | 4 |
| 10 | 0 | 17 | 0 | 13 | 15 | 0 | 4 |
| Duration (in years) | United States | ||||||
| --- | --- | ||||||
| 1 | 0 | ||||||
| 2 | 0 | ||||||
| 3 | 0 | ||||||
| 4 | 0 | ||||||
| 5 | 0 | ||||||
| 6 | 0 | ||||||
| 7 | 0 | ||||||
| 8 | 0 | ||||||
| 9 | 0 | ||||||
| 10 | 0 |
2. Exposures to financial institutions
2.1 Euro
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 6 | 20 | 45 | 118 | 232 | 548 | 1186 |
| 2 | 6 | 20 | 45 | 118 | 232 | 548 | 954 |
| 3 | 7 | 22 | 46 | 112 | 228 | 545 | 778 |
| 4 | 9 | 25 | 48 | 114 | 227 | 544 | 644 |
| 5 | 10 | 27 | 53 | 117 | 227 | 544 | 544 |
| 6 | 11 | 30 | 57 | 122 | 227 | 544 | 544 |
| 7 | 12 | 32 | 59 | 124 | 227 | 544 | 544 |
| 8 | 12 | 33 | 58 | 123 | 227 | 544 | 544 |
| 9 | 13 | 33 | 58 | 122 | 227 | 544 | 544 |
| 10 | 13 | 35 | 59 | 122 | 227 | 544 | 544 |
| 11 | 14 | 36 | 59 | 122 | 227 | 544 | 544 |
| 12 | 14 | 37 | 59 | 122 | 227 | 544 | 544 |
| 13 | 14 | 37 | 59 | 122 | 227 | 544 | 544 |
| 14 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 15 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 16 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 17 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 18 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 19 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 20 | 16 | 37 | 59 | 122 | 227 | 544 | 544 |
| 21 | 16 | 37 | 59 | 122 | 227 | 544 | 544 |
| 22 | 17 | 37 | 59 | 122 | 227 | 544 | 544 |
| 23 | 17 | 37 | 59 | 122 | 227 | 544 | 544 |
| 24 | 18 | 37 | 59 | 122 | 227 | 544 | 544 |
| 25 | 18 | 37 | 59 | 122 | 227 | 544 | 544 |
| 26 | 20 | 37 | 59 | 122 | 227 | 544 | 544 |
| 27 | 21 | 37 | 59 | 122 | 227 | 544 | 544 |
| 28 | 21 | 37 | 59 | 122 | 227 | 544 | 544 |
| 29 | 22 | 37 | 59 | 122 | 227 | 544 | 544 |
| 30 | 22 | 37 | 59 | 122 | 227 | 544 | 544 |
2.2 Czech koruna
| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
|---|---|---|---|---|---|---|---|
| 1 | 14 | 27 | 52 | 125 | 239 | 556 | 1198 |
| 2 | 15 | 29 | 54 | 127 | 241 | 557 | 965 |
| 3 | 17 | 32 | 55 | 121 | 237 | 554 | 787 |
| 4 | 18 | 34 | 58 | 123 | 236 | 553 | 652 |
| 5 | 19 | 36 | 62 | 126 | 236 | 552 | 552 |
| 6 | 19 | 38 | 65 | 130 | 235 | 552 | 552 |
| 7 | 20 | 39 | 66 | 132 | 234 | 551 | 551 |
| 8 | 19 | 39 | 65 | 130 | 234 | 550 | 550 |
| 9 | 19 | 40 | 65 | 128 | 233 | 550 | 550 |
| 10 | 19 | 40 | 64 | 128 | 233 | 549 | 549 |
| 11 | 19 | 41 | 64 | 127 | 232 | 549 | 549 |
| 12 | 19 | 41 | 63 | 127 | 231 | 548 | 548 |
| 13 | 18 | 41 | 63 | 126 | 231 | 548 | 548 |
| 14 | 18 | 41 | 62 | 126 | 230 | 547 | 547 |
| 15 | 18 | 40 | 62 | 125 | 230 | 547 | 547 |
| 16 | 17 | 40 | 61 | 125 | 229 | 546 | 546 |
| 17 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 18 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 19 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 20 | 17 | 40 | 62 | 125 | 230 | 546 | 546 |
| 21 | 18 | 40 | 62 | 125 | 230 | 547 | 547 |
| 22 | 18 | 41 | 62 | 125 | 230 | 547 | 547 |
| 23 | 18 | 41 | 62 | 125 | 230 | 547 | 547 |
| 24 | 18 | 41 | 62 | 126 | 230 | 547 | 547 |
| 25 | 20 | 41 | 62 | 126 | 230 | 547 | 547 |
| 26 | 20 | 41 | 62 | 126 | 230 | 547 | 547 |
| 27 | 21 | 41 | 62 | 126 | 230 | 547 | 547 |
| 28 | 21 | 41 | 62 | 125 | 230 | 547 | 547 |
| 29 | 22 | 41 | 62 | 125 | 230 | 547 | 547 |
| 30 | 22 | 41 | 62 | 125 | 230 | 547 | 547 |
2.3 Danish krone
Reading this document does not replace reading the official text published in the Official Journal of the European Union. We assume no responsibility for any inaccuracies arising from the conversion of the original to this format.
This text is published under EUR-Lex's own terms of reuse, not a Legalize or public-domain licence.
EUR-Lex
Creative Commons Attribution 4.0 International (CC BY 4.0)
© European Union, https://eur-lex.europa.eu — Source: EUR-Lex (Publications Office of the European Union). Reused under the Creative Commons Attribution 4.0 International (CC BY 4.0) licence. Only EU legislation published in the printed Official Journal of the European Union is deemed authentic; consolidated texts are reproduced here for documentation purposes and have been reformatted to Markdown.